+42.7%
CIEN vs ATI
+91.4%
-48.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +6.3% |
| 7D | +8.7% | +4.7% | +4.0% | +5.2% |
| 30D | -26.9% | -0.2% | -26.7% | -26.3% |
| 3M | -23.6% | -18.5% | -5.1% | -7.2% |
| 6M | -49.1% | +16.4% | -65.5% | -57.8% |
| YTD | +26.6% | +63.4% | -36.8% | -37.3% |
| 1Y | +42.7% | +91.5% | -48.8% | -42.0% |
| All | +42.7% | +91.4% | -48.7% | -42.0% |
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