+1,076.9%
ATI vs PBF
+817.4%
+259.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | -9.5% | +15.8% | -25.3% | -11.7% |
| 3M | +10.4% | +90.3% | -79.9% | -1.2% |
| 6M | +31.8% | +102.8% | -71.0% | +14.2% |
| YTD | +80.0% | +187.3% | -107.4% | +43.4% |
| 1Y | +175.8% | +161.8% | +14.0% | +121.7% |
| 3Y | +364.2% | +55.5% | +308.8% | +288.6% |
| 5Y | +1,076.9% | +801.9% | +275.0% | +572.8% |
| All | +1,076.9% | +817.4% | +259.5% | +572.8% |
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