+375.8%
CLF vs ATI
+1,117.2%
-741.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | -0.1% |
| 7D | +7.6% | -0.1% | +7.6% | +7.5% |
| 30D | -1.2% | +2.7% | -3.9% | -3.5% |
| 3M | -13.4% | +16.3% | -29.7% | -22.1% |
| 6M | +15.4% | +30.2% | -14.8% | -4.6% |
| YTD | -5.9% | +83.6% | -89.4% | -38.0% |
| 1Y | +18.8% | +173.0% | -154.2% | -40.0% |
| 3Y | -19.4% | +356.6% | -376.1% | -73.3% |
| 5Y | -47.7% | +1,074.2% | -1,121.9% | -91.2% |
| 10Y | +130.4% | +1,136.2% | -1,005.8% | -70.0% |
| All | +375.8% | +1,117.2% | -741.3% | -22.0% |
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