-10.6%
BA vs ATI
+86.4%
-97.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +5.9% | +8.3% | -2.4% | +3.6% |
| 30D | -8.2% | -7.3% | -0.9% | -6.6% |
| 3M | -25.4% | -10.5% | -14.8% | -23.8% |
| 6M | -20.0% | +16.4% | -36.4% | -25.5% |
| YTD | -18.5% | +56.1% | -74.5% | -31.5% |
| 1Y | -10.6% | +86.5% | -97.1% | -28.2% |
| All | -10.6% | +86.4% | -97.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling