+1,090.2%
ATI vs BRO
+294.2%
+796.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.6% | -7.3% | +1.7% | -1.8% |
| 30D | -13.7% | -6.9% | -6.9% | -10.8% |
| 3M | -0.4% | +10.7% | -11.0% | -8.4% |
| 6M | +26.2% | -2.7% | +28.9% | +23.8% |
| YTD | +73.2% | -16.3% | +89.5% | +84.7% |
| 1Y | +161.6% | -29.1% | +190.7% | +208.4% |
| 3Y | +346.2% | -7.8% | +354.0% | +320.6% |
| 5Y | +1,047.6% | +18.7% | +1,028.9% | +732.6% |
| All | +1,090.2% | +294.2% | +796.0% | +250.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling