+5,648.9%
CRM vs ATI
+1,481.8%
+4,167.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.4% |
| 7D | -8.1% | -2.7% | -5.4% | -7.5% |
| 30D | +23.1% | -13.5% | +36.6% | +27.2% |
| 3M | +42.5% | +8.5% | +34.0% | +38.0% |
| 6M | +25.3% | +25.2% | +0.1% | +15.6% |
| YTD | -7.8% | +73.4% | -81.2% | -22.2% |
| 1Y | +1.0% | +160.5% | -159.5% | -23.7% |
| 3Y | +10.0% | +347.3% | -337.3% | -30.4% |
| 5Y | -3.9% | +1,049.0% | -1,052.8% | -54.3% |
| 10Y | +233.2% | +1,131.4% | -898.3% | +23.9% |
| All | +5,648.9% | +1,481.8% | +4,167.1% | +1,474.3% |
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