-22.5%
AAL vs ATI
+645.2%
-667.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.2% |
| 7D | +3.4% | +4.7% | -1.3% | +1.5% |
| 30D | +11.7% | -0.2% | +12.0% | +11.1% |
| 3M | -7.8% | -18.5% | +10.7% | -0.6% |
| 6M | +10.2% | +16.4% | -6.1% | +1.2% |
| YTD | -8.0% | +63.4% | -71.4% | -27.3% |
| 1Y | +8.5% | +91.5% | -83.0% | -20.0% |
| 3Y | +19.5% | +329.2% | -309.7% | -41.6% |
| 5Y | -33.9% | +966.7% | -1,000.6% | -78.9% |
| 10Y | -66.0% | +1,003.8% | -1,069.8% | -91.2% |
| All | -22.5% | +645.2% | -667.7% | -82.7% |
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