+962.8%
ATI vs ABCL
-80.5%
+1,043.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +3.7% |
| 7D | +6.2% | -3.2% | +9.3% | +6.4% |
| 30D | -7.1% | -7.4% | +0.3% | -6.5% |
| 3M | -21.3% | +81.9% | -103.3% | -27.0% |
| 6M | +6.5% | +135.7% | -129.2% | -4.7% |
| YTD | +53.2% | +247.4% | -194.2% | +31.0% |
| 1Y | +82.7% | +162.3% | -79.5% | +59.9% |
| 3Y | +314.3% | +165.5% | +148.8% | +247.4% |
| 5Y | +890.9% | -21.3% | +912.2% | +759.0% |
| All | +962.8% | -80.5% | +1,043.3% | +853.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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