+1,091.6%
ATI vs BTI
+72.6%
+1,019.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.6% | -4.2% |
| 7D | -2.7% | -2.0% | -0.7% | -1.7% |
| 30D | -13.5% | -3.4% | -10.1% | -12.0% |
| 3M | +8.5% | -9.0% | +17.5% | +12.7% |
| 6M | +25.2% | -5.0% | +30.2% | +25.7% |
| YTD | +73.4% | -0.3% | +73.7% | +68.9% |
| 1Y | +160.5% | +3.1% | +157.4% | +147.6% |
| 3Y | +347.3% | +111.0% | +236.3% | +155.4% |
| 5Y | +1,049.0% | +117.0% | +931.9% | +538.3% |
| All | +1,091.6% | +72.6% | +1,019.0% | +628.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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