+1,088.8%
ATI vs BAH
-2.8%
+1,091.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | +3.2% | -4.3% | +7.5% | +3.9% |
| 30D | -9.0% | -4.5% | -4.5% | -8.4% |
| 3M | +15.1% | -7.6% | +22.7% | +16.6% |
| 6M | +38.1% | -10.6% | +48.7% | +40.2% |
| YTD | +80.7% | -12.6% | +93.2% | +82.3% |
| 1Y | +167.5% | -27.0% | +194.5% | +182.3% |
| 3Y | +366.0% | -31.5% | +397.5% | +365.6% |
| 5Y | +1,088.8% | -3.8% | +1,092.6% | +908.9% |
| All | +1,088.8% | -2.8% | +1,091.6% | +908.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling