+267.2%
ALAB vs ATI
+294.9%
-27.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.3% |
| 7D | +26.9% | +13.0% | +14.0% | +17.4% |
| 30D | -30.0% | +0.2% | -30.2% | -29.6% |
| 3M | -28.5% | -17.5% | -11.1% | -18.5% |
| 6M | +11.4% | +18.1% | -6.7% | +3.6% |
| YTD | +36.9% | +65.7% | -28.8% | +3.7% |
| 1Y | +44.4% | +91.9% | -47.6% | +1.2% |
| All | +267.2% | +294.9% | -27.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling