+83.9%
CIEN vs ATI
+998.8%
-914.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +27.4% | +13.0% | +14.4% | +22.2% |
| 30D | -26.6% | +0.2% | -26.8% | -26.4% |
| 3M | -32.0% | -17.5% | -14.5% | -26.9% |
| 6M | -49.1% | +18.1% | -67.2% | -51.7% |
| YTD | +25.7% | +65.7% | -40.0% | +6.9% |
| 1Y | +40.3% | +91.9% | -51.6% | +13.9% |
| 3Y | +566.2% | +335.2% | +230.9% | +297.3% |
| 5Y | +378.7% | +1,004.3% | -625.6% | +97.4% |
| 10Y | +1,252.3% | +1,019.2% | +233.1% | +323.1% |
| All | +83.9% | +998.8% | -914.9% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling