+41.0%
ALB vs ATI
+1,059.6%
-1,018.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.7% |
| 7D | +9.1% | +6.2% | +2.9% | +6.4% |
| 30D | -3.4% | -7.1% | +3.7% | -1.6% |
| 3M | -20.6% | -21.3% | +0.7% | -14.6% |
| 6M | -48.2% | +6.5% | -54.7% | -50.4% |
| YTD | -29.2% | +53.2% | -82.4% | -41.3% |
| 1Y | +10.0% | +82.7% | -72.7% | -14.4% |
| 3Y | -12.9% | +314.3% | -327.2% | -51.6% |
| 5Y | -61.3% | +890.9% | -952.2% | -84.5% |
| All | +41.0% | +1,059.6% | -1,018.6% | -46.9% |
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