+40.8%
ALB vs ATI
+1,119.3%
-1,078.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -2.0% |
| 7D | +9.5% | +6.0% | +3.4% | +6.8% |
| 30D | -2.1% | -3.6% | +1.5% | -1.7% |
| 3M | -24.1% | -18.9% | -5.3% | -19.4% |
| 6M | -51.0% | +16.7% | -67.7% | -54.6% |
| YTD | -29.3% | +61.1% | -90.4% | -42.4% |
| 1Y | +3.2% | +89.3% | -86.1% | -20.8% |
| 3Y | -9.3% | +333.3% | -342.6% | -50.5% |
| 5Y | -61.6% | +954.5% | -1,016.1% | -85.0% |
| 10Y | +40.8% | +1,067.0% | -1,026.2% | -48.0% |
| All | +40.8% | +1,119.3% | -1,078.5% | -48.0% |
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 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