-11.8%
BA vs ATI
+325.6%
-337.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | -8.9% | -4.8% | -4.2% | -8.0% |
| 3M | -25.5% | -19.9% | -5.6% | -20.9% |
| 6M | -27.0% | +15.4% | -42.3% | -31.4% |
| YTD | -20.1% | +59.2% | -79.4% | -33.0% |
| 1Y | -11.0% | +86.3% | -97.3% | -29.0% |
| 3Y | -11.8% | +318.2% | -330.1% | -47.6% |
| All | -11.8% | +325.6% | -337.5% | -47.6% |
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