+958.6%
ATI vs PBF
+380.2%
+578.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.1% | -0.4% |
| 7D | +1.3% | -15.3% | +16.6% | +3.7% |
| 30D | -4.8% | -21.8% | +17.0% | -1.5% |
| 3M | -19.9% | -0.2% | -19.7% | -20.4% |
| 6M | +15.4% | +63.6% | -48.2% | +5.0% |
| YTD | +59.2% | +147.5% | -88.3% | +29.5% |
| 1Y | +86.3% | +69.8% | +16.4% | +63.3% |
| 3Y | +318.2% | +65.3% | +252.9% | +242.9% |
| 5Y | +958.6% | +393.4% | +565.2% | +575.6% |
| All | +958.6% | +380.2% | +578.4% | +575.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling