+901.1%
ATI vs BUD
+48.8%
+852.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.9% |
| 7D | +6.2% | +4.5% | +1.7% | +4.4% |
| 30D | -7.1% | +12.5% | -19.6% | -11.6% |
| 3M | -21.3% | 0.0% | -21.3% | -21.8% |
| 6M | +6.5% | +3.8% | +2.7% | +3.6% |
| YTD | +53.2% | +33.1% | +20.1% | +34.0% |
| 1Y | +82.7% | +35.5% | +47.2% | +58.5% |
| 3Y | +314.3% | +49.4% | +264.9% | +244.3% |
| All | +901.1% | +48.8% | +852.3% | +685.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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