+320.7%
ATI vs BAH
+1,084.3%
-763.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.3% | +0.5% | +0.9% | +1.0% |
| 30D | -4.8% | +18.2% | -23.0% | -10.8% |
| 3M | -19.9% | +13.1% | -33.0% | -24.4% |
| 6M | +15.4% | +15.2% | +0.2% | +6.8% |
| YTD | +59.2% | +6.0% | +53.2% | +48.6% |
| 1Y | +86.3% | +3.1% | +83.2% | +75.4% |
| 3Y | +318.2% | -26.2% | +344.4% | +326.7% |
| 5Y | +958.6% | +9.3% | +949.3% | +773.0% |
| 10Y | +996.8% | +212.3% | +784.5% | +449.5% |
| All | +320.7% | +1,084.3% | -763.5% | +2.3% |
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