+400.4%
ALAB vs ATI
+337.4%
+63.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +7.8% |
| 7D | +7.2% | -0.1% | +7.3% | +7.3% |
| 30D | -2.5% | +2.7% | -5.2% | -4.3% |
| 3M | -13.3% | +16.3% | -29.6% | -19.9% |
| 6M | +172.8% | +30.2% | +142.7% | +133.4% |
| YTD | +86.6% | +83.6% | +3.0% | +31.3% |
| 1Y | +65.2% | +173.0% | -107.9% | -7.3% |
| All | +400.4% | +337.4% | +63.0% | +92.0% |
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