-20.6%
ALB vs ATI
-20.1%
-0.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +1.4% |
| 7D | +9.1% | +6.2% | +2.9% | +9.6% |
| 30D | -3.4% | -7.1% | +3.7% | -4.7% |
| 3M | -20.6% | -21.3% | +0.7% | -24.8% |
| All | -20.6% | -20.1% | -0.5% | -24.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling