+68.4%
CIEN vs ATI
+968.1%
-899.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +8.8% |
| 7D | -5.3% | +6.0% | -11.3% | -6.8% |
| 30D | -40.1% | -3.6% | -36.5% | -39.1% |
| 3M | -34.7% | -18.9% | -15.8% | -29.4% |
| 6M | -50.9% | +16.7% | -67.6% | -53.2% |
| YTD | +15.2% | +61.1% | -45.9% | -1.1% |
| 1Y | +35.2% | +89.3% | -54.1% | +10.2% |
| 3Y | +522.6% | +333.3% | +189.3% | +271.9% |
| 5Y | +344.2% | +954.5% | -610.3% | +86.1% |
| 10Y | +1,188.7% | +1,067.0% | +121.7% | +296.1% |
| All | +68.4% | +968.1% | -899.6% | -68.2% |
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