-51.4%
CLF vs ATI
+871.8%
-923.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.6% |
| 7D | -19.6% | +6.2% | -25.7% | -21.9% |
| 30D | -5.0% | -7.1% | +2.1% | -1.5% |
| 3M | -6.3% | -21.3% | +15.0% | +5.7% |
| 6M | +2.8% | +6.5% | -3.7% | -1.7% |
| YTD | -13.7% | +53.2% | -66.9% | -32.9% |
| 1Y | +13.6% | +82.7% | -69.1% | -19.5% |
| 3Y | -34.0% | +314.3% | -348.3% | -72.5% |
| All | -51.4% | +871.8% | -923.2% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling