-10.1%
BA vs ATI
+320.9%
-331.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.8% |
| 7D | +1.1% | +6.2% | -5.1% | -0.8% |
| 30D | -7.9% | -7.1% | -0.8% | -6.3% |
| 3M | -25.3% | -21.3% | -4.0% | -20.2% |
| 6M | -24.6% | +6.5% | -31.1% | -27.4% |
| YTD | -20.1% | +53.2% | -73.3% | -32.1% |
| 1Y | -11.8% | +82.7% | -94.5% | -29.2% |
| 3Y | -10.1% | +314.3% | -324.4% | -46.3% |
| All | -10.1% | +320.9% | -331.0% | -46.3% |
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