+1,091.6%
ATI vs PBF
+367.4%
+724.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | -2.7% | +2.3% | -5.0% | -3.3% |
| 30D | -13.5% | +11.6% | -25.1% | -16.4% |
| 3M | +8.5% | +81.7% | -73.2% | -9.3% |
| 6M | +25.2% | +96.4% | -71.3% | -0.6% |
| YTD | +73.4% | +189.5% | -116.1% | +21.0% |
| 1Y | +160.5% | +180.7% | -20.2% | +80.7% |
| 3Y | +347.3% | +56.6% | +290.7% | +246.2% |
| 5Y | +1,049.0% | +802.0% | +247.0% | +353.6% |
| All | +1,091.6% | +367.4% | +724.2% | +348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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