+9.3%
ABT vs ATI
+358.3%
-348.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -4.7% | +2.4% | -7.1% | -4.8% |
| 30D | -3.1% | -9.5% | +6.4% | -2.9% |
| 3M | +16.1% | +10.4% | +5.8% | +15.7% |
| 6M | -5.3% | +31.8% | -37.1% | -6.5% |
| YTD | -14.4% | +80.0% | -94.4% | -16.3% |
| 1Y | -18.4% | +175.8% | -194.2% | -21.1% |
| All | +9.3% | +358.3% | -348.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling