+522.6%
CIEN vs ATI
+323.3%
+199.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +7.6% |
| 7D | -5.3% | +6.0% | -11.3% | -7.8% |
| 30D | -40.1% | -3.6% | -36.5% | -38.5% |
| 3M | -34.7% | -18.9% | -15.8% | -26.2% |
| 6M | -50.9% | +16.7% | -67.6% | -54.9% |
| YTD | +15.2% | +61.1% | -45.9% | -8.9% |
| 1Y | +35.2% | +89.3% | -54.1% | -0.2% |
| 3Y | +522.6% | +333.3% | +189.3% | +220.4% |
| All | +522.6% | +323.3% | +199.3% | +220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling