+87.3%
ALB vs ATI
+1,068.2%
-980.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -8.6% | +2.4% | -11.0% | -9.5% |
| 30D | -4.0% | -9.5% | +5.4% | -0.9% |
| 3M | -17.4% | +10.4% | -27.8% | -20.8% |
| 6M | -25.4% | +31.8% | -57.2% | -33.6% |
| YTD | -10.5% | +80.0% | -90.5% | -28.9% |
| 1Y | +75.8% | +175.8% | -100.0% | +19.3% |
| 3Y | -28.5% | +364.2% | -392.8% | -61.2% |
| 5Y | -45.1% | +1,076.9% | -1,122.0% | -78.8% |
| 10Y | +87.3% | +1,178.1% | -1,090.8% | -34.7% |
| All | +87.3% | +1,068.2% | -980.9% | -34.7% |
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