+1.3%
ABT vs ATI
-20.0%
+21.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | -0.1% |
| 7D | +1.0% | +1.3% | -0.4% | +1.2% |
| 30D | +11.6% | -4.8% | +16.3% | +10.5% |
| All | +1.3% | -20.0% | +21.3% | -2.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling