+217.6%
BAC vs ATI
+961.4%
-743.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.1% |
| 7D | +3.2% | +4.2% | -0.9% | +1.9% |
| 30D | -0.7% | -2.5% | +1.8% | -0.6% |
| 3M | -20.0% | -19.4% | -0.6% | -15.3% |
| 6M | +3.4% | +11.1% | -7.7% | -1.6% |
| YTD | -5.7% | +59.5% | -65.3% | -20.7% |
| 1Y | -1.4% | +85.8% | -87.2% | -21.1% |
| 3Y | +97.9% | +311.9% | -214.0% | +16.4% |
| 5Y | +22.9% | +963.2% | -940.3% | -49.3% |
| All | +217.6% | +961.4% | -743.8% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling