+1,017.6%
ATI vs ABCL
-79.5%
+1,097.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | -0.1% | +4.6% |
| 7D | +6.0% | +12.4% | -6.4% | +4.7% |
| 30D | -3.6% | -0.4% | -3.3% | -3.8% |
| 3M | -18.9% | +80.4% | -99.2% | -24.6% |
| 6M | +16.7% | +138.5% | -121.8% | +4.3% |
| YTD | +61.1% | +265.5% | -204.4% | +37.0% |
| 1Y | +89.3% | +219.7% | -130.4% | +62.9% |
| 3Y | +333.3% | +209.4% | +123.9% | +259.2% |
| 5Y | +954.5% | -15.0% | +969.5% | +809.2% |
| All | +1,017.6% | -79.5% | +1,097.1% | +897.4% |
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