+44.5%
CIEN vs ATI
+81.3%
-36.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -1.1% |
| 7D | +15.3% | +4.2% | +11.1% | +11.4% |
| 30D | -22.0% | -2.5% | -19.5% | -19.7% |
| 3M | -36.6% | -19.4% | -17.2% | -22.3% |
| 6M | -51.5% | +11.1% | -62.5% | -57.7% |
| YTD | +20.0% | +59.5% | -39.6% | -38.2% |
| 1Y | +44.5% | +85.8% | -41.3% | -40.0% |
| All | +44.5% | +81.3% | -36.9% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling