+161.6%
ATI vs CRS
+79.6%
+82.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | -5.6% | -6.8% | +1.1% | -1.5% |
| 30D | -13.7% | -16.1% | +2.4% | -4.1% |
| 3M | -0.4% | -21.2% | +20.8% | +14.6% |
| 6M | +26.2% | +8.7% | +17.5% | +20.1% |
| YTD | +73.2% | +41.0% | +32.2% | +45.6% |
| 1Y | +161.6% | +82.7% | +78.9% | +91.1% |
| All | +161.6% | +79.6% | +82.0% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling