+160.5%
ATI vs PBF
+167.4%
-6.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.6% |
| 7D | -2.7% | +2.3% | -5.0% | -2.5% |
| 30D | -13.5% | +11.6% | -25.1% | -12.7% |
| 3M | +8.5% | +81.7% | -73.2% | +13.4% |
| 6M | +25.2% | +96.4% | -71.3% | +29.1% |
| YTD | +73.4% | +189.5% | -116.1% | +68.4% |
| 1Y | +160.5% | +180.7% | -20.2% | +150.5% |
| All | +160.5% | +167.4% | -6.9% | +150.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling