-4.6%
BA vs ATI
+363.8%
-368.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | -0.1% |
| 7D | +1.2% | -0.1% | +1.2% | +1.2% |
| 30D | -11.6% | +2.7% | -14.3% | -12.7% |
| 3M | -2.4% | +16.3% | -18.7% | -7.7% |
| 6M | -6.6% | +30.2% | -36.8% | -15.5% |
| YTD | -2.2% | +83.6% | -85.8% | -21.0% |
| 1Y | -8.0% | +173.0% | -181.0% | -35.1% |
| All | -4.6% | +363.8% | -368.4% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling