+304.8%
ATI vs BAH
+1,056.2%
-751.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.9% | +6.0% |
| 7D | +6.2% | -3.5% | +9.7% | +7.3% |
| 30D | -7.1% | +24.3% | -31.3% | -14.7% |
| 3M | -21.3% | +16.3% | -37.6% | -26.6% |
| 6M | +6.5% | +13.6% | -7.1% | -1.0% |
| YTD | +53.2% | +3.5% | +49.7% | +44.2% |
| 1Y | +82.7% | +2.7% | +80.0% | +72.0% |
| 3Y | +314.3% | -26.6% | +340.9% | +322.4% |
| 5Y | +890.9% | +8.5% | +882.4% | +717.1% |
| 10Y | +1,142.3% | +225.1% | +917.2% | +510.7% |
| All | +304.8% | +1,056.2% | -751.5% | -0.8% |
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