+385.0%
ATI vs BAH
+886.2%
-501.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.4% | +3.5% |
| 7D | -0.1% | -3.2% | +3.2% | +1.1% |
| 30D | +2.7% | +2.0% | +0.7% | +1.7% |
| 3M | +16.3% | -7.6% | +23.9% | +18.5% |
| 6M | +30.2% | -5.7% | +35.8% | +30.0% |
| YTD | +83.6% | -11.7% | +95.3% | +85.0% |
| 1Y | +173.0% | -27.4% | +200.4% | +196.2% |
| 3Y | +356.6% | -32.5% | +389.2% | +379.3% |
| 5Y | +1,074.2% | -3.3% | +1,077.5% | +911.2% |
| 10Y | +1,136.2% | +186.0% | +950.2% | +541.0% |
| All | +385.0% | +886.2% | -501.2% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling