+1,555.3%
ATI vs BNS
+1,476.3%
+79.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -0.5% |
| 7D | +3.2% | +1.8% | +1.4% | +1.1% |
| 30D | -9.0% | +4.5% | -13.5% | -13.5% |
| 3M | +15.1% | +15.8% | -0.7% | -2.1% |
| 6M | +38.1% | +31.5% | +6.6% | +3.1% |
| YTD | +80.7% | +28.6% | +52.0% | +37.8% |
| 1Y | +167.5% | +48.2% | +119.3% | +75.4% |
| 3Y | +366.0% | +130.8% | +235.2% | +86.4% |
| 5Y | +1,088.8% | +94.9% | +993.9% | +460.1% |
| 10Y | +1,055.0% | +179.6% | +875.4% | +297.8% |
| All | +1,555.3% | +1,476.3% | +79.1% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling