+161.6%
ATI vs BNS
+49.3%
+112.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -13.7% | +3.5% | -17.2% | -16.3% |
| 3M | -0.4% | +14.1% | -14.4% | -13.2% |
| 6M | +26.2% | +33.8% | -7.5% | -8.3% |
| YTD | +73.2% | +29.5% | +43.8% | +29.3% |
| 1Y | +161.6% | +48.4% | +113.2% | +74.3% |
| All | +161.6% | +49.3% | +112.3% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling