+1,025.5%
ATI vs BRO
+17.6%
+1,007.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.6% | -7.3% | +1.7% | -3.9% |
| 30D | -13.7% | -6.9% | -6.9% | -12.3% |
| 3M | -0.4% | +10.7% | -11.0% | -4.8% |
| 6M | +26.2% | -2.7% | +28.9% | +25.7% |
| YTD | +73.2% | -16.3% | +89.5% | +81.8% |
| 1Y | +161.6% | -29.1% | +190.7% | +193.7% |
| 3Y | +346.2% | -7.8% | +354.0% | +336.8% |
| All | +1,025.5% | +17.6% | +1,007.9% | +784.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling