+507.4%
ATI vs BUD
+215.1%
+292.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.2% |
| 7D | +4.7% | +0.5% | +4.2% | +4.2% |
| 30D | -0.2% | +7.4% | -7.6% | -6.0% |
| 3M | -18.5% | +4.3% | -22.8% | -22.1% |
| 6M | +16.4% | +5.3% | +11.1% | +9.2% |
| YTD | +63.4% | +33.2% | +30.2% | +29.6% |
| 1Y | +91.5% | +31.8% | +59.8% | +52.8% |
| 3Y | +329.2% | +47.8% | +281.4% | +204.9% |
| 5Y | +966.7% | +50.2% | +916.6% | +616.6% |
| 10Y | +1,003.8% | -4.8% | +1,008.6% | +861.1% |
| All | +507.4% | +215.1% | +292.4% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling