-43.9%
ALB vs ATI
+1,074.8%
-1,118.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -5.7% |
| 7D | -8.1% | -0.1% | -8.0% | -8.2% |
| 30D | +6.3% | +2.7% | +3.6% | +4.6% |
| 3M | -23.6% | +16.3% | -39.9% | -28.9% |
| 6M | -24.6% | +30.2% | -54.8% | -33.9% |
| YTD | -10.3% | +83.6% | -93.8% | -32.2% |
| 1Y | +61.5% | +173.0% | -111.5% | +2.7% |
| 3Y | -34.0% | +356.6% | -390.6% | -68.3% |
| All | -43.9% | +1,074.8% | -1,118.7% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling