-41.4%
CLF vs ATI
+994.1%
-1,035.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.3% |
| 7D | +16.0% | +13.0% | +3.0% | +8.8% |
| 30D | +1.6% | +0.2% | +1.4% | +1.3% |
| 3M | +6.7% | -17.5% | +24.2% | +17.4% |
| 6M | +21.1% | +18.1% | +3.0% | +9.8% |
| YTD | -1.6% | +65.7% | -67.3% | -26.5% |
| 1Y | +18.5% | +91.9% | -73.4% | -18.1% |
| 3Y | -21.0% | +335.2% | -356.3% | -67.8% |
| 5Y | -41.4% | +1,004.3% | -1,045.7% | -85.1% |
| All | -41.4% | +994.1% | -1,035.5% | -85.1% |
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