+607.8%
CIEN vs ATI
+361.7%
+246.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.2% |
| 7D | -5.3% | +3.2% | -8.5% | -7.1% |
| 30D | -17.2% | -9.0% | -8.2% | -12.9% |
| 3M | -26.9% | +15.1% | -42.0% | -32.6% |
| 6M | +16.0% | +38.1% | -22.1% | -3.0% |
| YTD | +45.9% | +80.7% | -34.7% | +8.1% |
| 1Y | +186.8% | +167.5% | +19.3% | +78.7% |
| 3Y | +607.8% | +366.0% | +241.8% | +258.6% |
| All | +607.8% | +361.7% | +246.0% | +258.6% |
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