-9.4%
ABT vs ATI
+1,086.3%
-1,095.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.7% | +2.4% | -7.1% | -4.9% |
| 30D | -3.1% | -9.5% | +6.4% | -2.5% |
| 3M | +16.1% | +10.4% | +5.8% | +15.0% |
| 6M | -5.3% | +31.8% | -37.1% | -7.9% |
| YTD | -14.4% | +80.0% | -94.4% | -19.0% |
| 1Y | -18.4% | +175.8% | -194.2% | -25.5% |
| 3Y | +11.2% | +364.2% | -353.0% | -6.3% |
| 5Y | -9.4% | +1,076.9% | -1,086.2% | -29.3% |
| All | -9.4% | +1,086.3% | -1,095.7% | -29.3% |
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