-31.4%
AAL vs ATI
+1,121.2%
-1,152.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | 0.0% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -20.8% | +2.7% | -23.5% | -22.0% |
| 3M | -1.3% | +16.3% | -17.6% | -8.2% |
| 6M | +5.4% | +30.2% | -24.8% | -6.8% |
| YTD | -14.4% | +83.6% | -97.9% | -34.3% |
| 1Y | +2.1% | +173.0% | -170.9% | -34.0% |
| 3Y | -10.6% | +356.6% | -367.2% | -56.9% |
| All | -31.4% | +1,121.2% | -1,152.5% | -79.3% |
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 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