+100.7%
CIEN vs ATI
+1,117.2%
-1,016.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.1% |
| 7D | -15.2% | -0.1% | -15.1% | -15.2% |
| 30D | -21.5% | +2.7% | -24.2% | -22.4% |
| 3M | -40.1% | +16.3% | -56.4% | -43.2% |
| 6M | -6.6% | +30.2% | -36.7% | -14.4% |
| YTD | +37.3% | +83.6% | -46.3% | +12.1% |
| 1Y | +174.5% | +173.0% | +1.5% | +95.7% |
| 3Y | +562.3% | +356.6% | +205.6% | +285.1% |
| 5Y | +463.9% | +1,074.2% | -610.2% | +124.9% |
| 10Y | +1,302.4% | +1,136.2% | +166.2% | +315.4% |
| All | +100.7% | +1,117.2% | -1,016.4% | -64.0% |
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 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