+173.0%
ATI vs BRO
-24.4%
+197.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +2.5% |
| 7D | -0.1% | -2.6% | +2.5% | -0.9% |
| 30D | +2.7% | +0.9% | +1.8% | +3.2% |
| 3M | +16.3% | +24.8% | -8.4% | +23.6% |
| 6M | +30.2% | -0.1% | +30.3% | +34.2% |
| YTD | +83.6% | -9.7% | +93.3% | +86.1% |
| 1Y | +173.0% | -24.5% | +197.5% | +174.0% |
| All | +173.0% | -24.4% | +197.4% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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