+1,178.1%
ATI vs BAH
+186.6%
+991.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | -9.5% | -6.6% | -2.9% | -7.6% |
| 3M | +10.4% | -7.2% | +17.5% | +12.2% |
| 6M | +31.8% | -10.0% | +41.8% | +34.2% |
| YTD | +80.0% | -12.5% | +92.4% | +82.0% |
| 1Y | +175.8% | -27.9% | +203.7% | +199.8% |
| 3Y | +364.2% | -31.4% | +395.6% | +375.7% |
| 5Y | +1,076.9% | -3.2% | +1,080.1% | +873.5% |
| 10Y | +1,178.1% | +191.5% | +986.6% | +547.0% |
| All | +1,178.1% | +186.6% | +991.5% | +547.0% |
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