+1,446.7%
ATI vs CRL
+1,379.5%
+67.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.7% |
| 7D | -0.1% | -1.0% | +1.0% | +0.3% |
| 30D | +2.7% | +10.7% | -8.0% | -1.7% |
| 3M | +16.3% | +55.3% | -39.0% | -4.2% |
| 6M | +30.2% | +60.7% | -30.5% | +4.4% |
| YTD | +83.6% | +44.6% | +38.9% | +52.4% |
| 1Y | +173.0% | +77.7% | +95.3% | +105.4% |
| 3Y | +356.6% | +37.6% | +319.0% | +255.6% |
| 5Y | +1,074.2% | -35.8% | +1,110.0% | +1,110.4% |
| 10Y | +1,136.2% | +241.7% | +894.5% | +475.3% |
| All | +1,446.7% | +1,379.5% | +67.2% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling