+1,076.9%
ATI vs BTI
+113.9%
+962.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +2.4% | -2.4% | +4.8% | +3.2% |
| 30D | -9.5% | -4.8% | -4.7% | -8.1% |
| 3M | +10.4% | -8.1% | +18.5% | +12.4% |
| 6M | +31.8% | -4.2% | +36.0% | +31.2% |
| YTD | +80.0% | -1.3% | +81.3% | +76.9% |
| 1Y | +175.8% | +2.1% | +173.7% | +166.8% |
| 3Y | +364.2% | +108.9% | +255.3% | +197.4% |
| 5Y | +1,076.9% | +114.5% | +962.4% | +602.5% |
| All | +1,076.9% | +113.9% | +962.9% | +602.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling