+1,116.6%
ABT vs ATI
+998.8%
+117.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | -5.6% | +13.0% | -18.6% | -6.8% |
| 30D | +5.2% | +0.2% | +5.0% | +4.9% |
| 3M | -2.7% | -17.5% | +14.8% | -1.1% |
| 6M | +28.8% | +18.1% | +10.7% | +25.7% |
| YTD | -12.3% | +65.7% | -78.0% | -17.6% |
| 1Y | -14.7% | +91.9% | -106.6% | -21.1% |
| 3Y | +21.6% | +335.2% | -313.7% | +0.7% |
| 5Y | -7.8% | +1,004.3% | -1,012.1% | -31.9% |
| 10Y | +222.5% | +1,019.2% | -796.8% | +119.6% |
| All | +1,116.6% | +998.8% | +117.8% | +569.5% |
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