+1,146.8%
CIEN vs ATI
+961.4%
+185.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.5% |
| 7D | +15.3% | +4.2% | +11.1% | +14.1% |
| 30D | -22.0% | -2.5% | -19.5% | -21.2% |
| 3M | -36.6% | -19.4% | -17.2% | -32.4% |
| 6M | -51.5% | +11.1% | -62.5% | -52.6% |
| YTD | +20.0% | +59.5% | -39.6% | +7.6% |
| 1Y | +44.5% | +85.8% | -41.3% | +25.2% |
| 3Y | +539.0% | +311.9% | +227.1% | +353.9% |
| 5Y | +356.8% | +963.2% | -606.4% | +162.4% |
| All | +1,146.8% | +961.4% | +185.5% | +546.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling