+18.1%
ATI vs PBF
+66.7%
-48.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.4% |
| 7D | +13.0% | +3.8% | +9.2% | +12.9% |
| 30D | +0.2% | -22.2% | +22.4% | -1.2% |
| 3M | -17.5% | +1.3% | -18.7% | -16.0% |
| 6M | +18.1% | +69.0% | -50.9% | +36.2% |
| All | +18.1% | +66.7% | -48.6% | +36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling