+640.2%
ATI vs PBF
+287.3%
+352.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.8% |
| 7D | +13.0% | +4.3% | +8.7% | +11.7% |
| 30D | +0.2% | -21.8% | +22.0% | +6.5% |
| 3M | -17.5% | +1.7% | -19.2% | -19.0% |
| 6M | +18.1% | +69.8% | -51.7% | -1.1% |
| YTD | +65.7% | +167.7% | -102.0% | +16.9% |
| 1Y | +91.9% | +89.0% | +3.0% | +48.9% |
| 3Y | +335.2% | +78.8% | +256.5% | +221.1% |
| 5Y | +1,004.3% | +415.4% | +588.9% | +429.4% |
| 10Y | +1,019.2% | +263.1% | +756.1% | +344.0% |
| All | +640.2% | +287.3% | +352.9% | +163.2% |
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 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