+25.7%
ABNB vs ATI
+1,177.4%
-1,151.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.6% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +19.3% | +2.7% | +16.6% | +18.1% |
| 3M | +36.1% | +16.3% | +19.7% | +28.9% |
| 6M | +34.2% | +30.2% | +4.1% | +21.9% |
| YTD | +34.1% | +83.6% | -49.5% | +9.1% |
| 1Y | +45.1% | +173.0% | -127.9% | +3.4% |
| 3Y | +37.1% | +356.6% | -319.5% | -22.0% |
| 5Y | +15.2% | +1,074.2% | -1,059.0% | -48.9% |
| All | +25.7% | +1,177.4% | -1,151.7% | -41.8% |
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