+553.8%
BA vs ATI
+872.7%
-318.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -0.8% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | -9.1% | -13.5% | +4.4% | -5.6% |
| 3M | -28.2% | -17.9% | -10.3% | -24.6% |
| 6M | -23.1% | +8.4% | -31.5% | -26.0% |
| YTD | -20.6% | +46.7% | -67.2% | -30.5% |
| 1Y | -12.7% | +74.5% | -87.2% | -27.5% |
| 3Y | -11.6% | +303.7% | -315.3% | -44.8% |
| 5Y | -23.1% | +848.9% | -872.1% | -63.6% |
| 10Y | +34.4% | +1,089.7% | -1,055.3% | -45.4% |
| All | +553.8% | +872.7% | -318.9% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling