+1,025.5%
ATI vs BDX
-2.2%
+1,027.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -5.6% | -3.2% | -2.5% | -4.8% |
| 30D | -13.7% | -2.5% | -11.2% | -13.2% |
| 3M | -0.4% | +21.4% | -21.8% | -6.0% |
| 6M | +26.2% | +10.4% | +15.8% | +22.5% |
| YTD | +73.2% | +18.8% | +54.4% | +64.3% |
| 1Y | +161.6% | +21.7% | +139.9% | +146.3% |
| 3Y | +346.2% | -10.0% | +356.1% | +366.5% |
| All | +1,025.5% | -2.2% | +1,027.8% | +1,058.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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