+970.1%
ATI vs PBF
+257.4%
+712.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.9% |
| 7D | +13.0% | +3.8% | +9.2% | +11.8% |
| 30D | +0.2% | -22.2% | +22.4% | +6.6% |
| 3M | -17.5% | +1.3% | -18.7% | -18.9% |
| 6M | +18.1% | +69.0% | -50.9% | -0.9% |
| YTD | +65.7% | +166.5% | -100.8% | +17.0% |
| 1Y | +91.9% | +88.1% | +3.8% | +49.2% |
| 3Y | +335.2% | +77.9% | +257.3% | +221.2% |
| 5Y | +1,004.3% | +413.0% | +591.3% | +423.7% |
| All | +970.1% | +257.4% | +712.7% | +317.2% |
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