+207.4%
ALAB vs ATI
+265.0%
-57.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.8% | +3.3% |
| 7D | -26.3% | +6.2% | -32.4% | -28.9% |
| 30D | -50.1% | -7.1% | -43.0% | -47.4% |
| 3M | -42.5% | -21.3% | -21.1% | -32.4% |
| 6M | -10.8% | +6.5% | -17.3% | -11.7% |
| YTD | +14.6% | +53.2% | -38.5% | -8.8% |
| 1Y | +17.1% | +82.7% | -65.6% | -15.1% |
| All | +207.4% | +265.0% | -57.6% | +33.4% |
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