+1,020.5%
ATI vs BN
+10,064.6%
-9,044.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.2% |
| 7D | +13.0% | -0.3% | +13.2% | +13.2% |
| 30D | +0.2% | +13.6% | -13.4% | -10.1% |
| 3M | -17.5% | -6.7% | -10.8% | -13.4% |
| 6M | +18.1% | -9.0% | +27.1% | +25.5% |
| YTD | +65.7% | -8.8% | +74.5% | +73.7% |
| 1Y | +91.9% | -10.6% | +102.5% | +103.7% |
| 3Y | +335.2% | +98.8% | +236.5% | +131.9% |
| 5Y | +1,004.3% | +33.6% | +970.7% | +672.2% |
| 10Y | +1,019.2% | +298.3% | +720.9% | +230.1% |
| All | +1,020.5% | +10,064.6% | -9,044.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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