-14.1%
ALB vs ATI
+318.7%
-332.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | 0.0% |
| 7D | -5.8% | +4.2% | -9.9% | -7.3% |
| 30D | -4.5% | -2.5% | -2.0% | -4.4% |
| 3M | -28.1% | -19.4% | -8.7% | -22.5% |
| 6M | -53.2% | +11.1% | -64.3% | -56.3% |
| YTD | -33.3% | +59.5% | -92.9% | -47.6% |
| 1Y | -17.4% | +85.8% | -103.2% | -39.4% |
| 3Y | -14.1% | +311.9% | -326.0% | -59.9% |
| All | -14.1% | +318.7% | -332.8% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling