+160.3%
CIEN vs ATI
+173.6%
-13.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -4.6% | +2.4% | -7.0% | -6.7% |
| 30D | -12.8% | -9.5% | -3.3% | -5.7% |
| 3M | -23.1% | +10.4% | -33.4% | -30.0% |
| 6M | +6.1% | +31.8% | -25.7% | -18.5% |
| YTD | +44.5% | +80.0% | -35.5% | -11.0% |
| All | +160.3% | +173.6% | -13.4% | +34.9% |
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