-26.4%
BA vs ATI
+959.5%
-986.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.2% |
| 7D | -1.1% | +4.2% | -5.2% | -2.6% |
| 30D | -7.1% | -2.5% | -4.6% | -6.9% |
| 3M | -25.5% | -19.4% | -6.1% | -20.6% |
| 6M | -28.7% | +11.1% | -39.8% | -32.6% |
| YTD | -21.0% | +59.5% | -80.6% | -34.9% |
| 1Y | -11.9% | +85.8% | -97.6% | -31.3% |
| 3Y | -16.2% | +311.9% | -328.1% | -54.2% |
| All | -26.4% | +959.5% | -986.0% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling