+249.6%
ALAB vs ATI
+283.8%
-34.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.2% | +8.6% | +10.2% |
| 7D | -5.6% | +6.0% | -11.6% | -8.2% |
| 30D | -36.6% | -3.6% | -33.0% | -34.6% |
| 3M | -35.1% | -18.9% | -16.2% | -25.1% |
| 6M | +8.5% | +16.7% | -8.2% | +1.9% |
| YTD | +30.4% | +61.1% | -30.7% | +0.6% |
| 1Y | +31.0% | +89.3% | -58.3% | -7.1% |
| All | +249.6% | +283.8% | -34.2% | +47.1% |
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