+38.6%
ALB vs ATI
+961.4%
-922.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | 0.0% |
| 7D | -5.8% | +4.2% | -9.9% | -7.2% |
| 30D | -4.5% | -2.5% | -2.0% | -4.5% |
| 3M | -28.1% | -19.4% | -8.7% | -23.4% |
| 6M | -53.2% | +11.1% | -64.3% | -55.9% |
| YTD | -33.3% | +59.5% | -92.9% | -45.5% |
| 1Y | -17.4% | +85.8% | -103.2% | -36.3% |
| 3Y | -14.1% | +311.9% | -326.0% | -52.4% |
| 5Y | -64.0% | +963.2% | -1,027.3% | -86.0% |
| All | +38.6% | +961.4% | -922.8% | -49.5% |
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