+1,257.3%
ATI vs CRL
+1,712.0%
-454.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +3.2% |
| 7D | +6.0% | +4.4% | +1.6% | +4.1% |
| 30D | -3.6% | +17.1% | -20.7% | -10.3% |
| 3M | -18.9% | +32.1% | -51.0% | -28.5% |
| 6M | +16.7% | +98.9% | -82.2% | -14.6% |
| YTD | +61.1% | +77.1% | -16.1% | +21.8% |
| 1Y | +89.3% | +110.3% | -21.0% | +32.8% |
| 3Y | +333.3% | +108.5% | +224.8% | +180.5% |
| 5Y | +954.5% | -7.9% | +962.3% | +826.9% |
| 10Y | +1,067.0% | +368.9% | +698.1% | +370.1% |
| All | +1,257.3% | +1,712.0% | -454.7% | +259.9% |
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