+99.7%
CLF vs ATI
+1,108.2%
-1,008.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.8% |
| 7D | -19.6% | +6.2% | -25.7% | -22.2% |
| 30D | -5.0% | -7.1% | +2.1% | -1.3% |
| 3M | -6.3% | -21.3% | +15.0% | +6.7% |
| 6M | +2.8% | +6.5% | -3.7% | -2.4% |
| YTD | -13.7% | +53.2% | -66.9% | -34.6% |
| 1Y | +13.6% | +82.7% | -69.1% | -22.2% |
| 3Y | -34.0% | +314.3% | -348.3% | -74.3% |
| 5Y | -48.7% | +890.9% | -939.7% | -88.6% |
| All | +99.7% | +1,108.2% | -1,008.5% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling