+996.8%
ATI vs BAH
+210.6%
+786.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.3% | +0.5% | +0.9% | +1.1% |
| 30D | -4.8% | +18.2% | -23.0% | -10.1% |
| 3M | -19.9% | +13.1% | -33.0% | -23.8% |
| 6M | +15.4% | +15.2% | +0.2% | +8.0% |
| YTD | +59.2% | +6.0% | +53.2% | +50.1% |
| 1Y | +86.3% | +3.1% | +83.2% | +77.1% |
| 3Y | +318.2% | -26.2% | +344.4% | +326.9% |
| 5Y | +958.6% | +9.3% | +949.3% | +750.8% |
| 10Y | +996.8% | +212.3% | +784.5% | +473.3% |
| All | +996.8% | +210.6% | +786.1% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling