+720.0%
ATI vs PBF
+303.9%
+416.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.3% |
| 7D | -0.1% | +4.3% | -4.3% | -1.2% |
| 30D | +2.7% | +22.0% | -19.3% | -3.1% |
| 3M | +16.3% | +74.5% | -58.2% | -2.0% |
| 6M | +30.2% | +67.7% | -37.5% | +7.4% |
| YTD | +83.6% | +179.2% | -95.6% | +29.3% |
| 1Y | +173.0% | +170.0% | +3.0% | +90.8% |
| 3Y | +356.6% | +66.4% | +290.3% | +246.2% |
| 5Y | +1,074.2% | +764.5% | +309.7% | +374.6% |
| 10Y | +1,136.2% | +358.5% | +777.7% | +361.5% |
| All | +720.0% | +303.9% | +416.1% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling