+365.4%
ATI vs BAH
-31.5%
+396.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | +3.2% | -4.3% | +7.5% | +3.5% |
| 30D | -9.0% | -4.5% | -4.5% | -8.8% |
| 3M | +15.1% | -7.6% | +22.7% | +16.0% |
| 6M | +38.1% | -10.6% | +48.7% | +39.5% |
| YTD | +80.7% | -12.6% | +93.2% | +81.7% |
| 1Y | +167.5% | -27.0% | +194.5% | +176.5% |
| All | +365.4% | -31.5% | +396.9% | +376.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling