+1,595.7%
ALB vs ATI
+915.7%
+680.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.6% |
| 7D | +9.1% | +6.2% | +2.9% | +6.6% |
| 30D | -3.4% | -7.1% | +3.7% | -1.8% |
| 3M | -20.6% | -21.3% | +0.7% | -15.2% |
| 6M | -48.2% | +6.5% | -54.7% | -50.1% |
| YTD | -29.2% | +53.2% | -82.4% | -40.1% |
| 1Y | +10.0% | +82.7% | -72.7% | -12.1% |
| 3Y | -12.9% | +314.3% | -327.2% | -48.6% |
| 5Y | -61.3% | +890.9% | -952.2% | -83.2% |
| 10Y | +35.8% | +1,142.3% | -1,106.5% | -53.3% |
| All | +1,595.7% | +915.7% | +680.0% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling