+391.8%
BAC vs ATI
+1,051.1%
-659.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.2% | +3.2% | -2.0% | +0.2% |
| 30D | -0.7% | -9.0% | +8.3% | +2.0% |
| 3M | +16.9% | +15.1% | +1.8% | +11.2% |
| 6M | +29.6% | +38.1% | -8.5% | +15.6% |
| YTD | +15.3% | +80.7% | -65.4% | -5.7% |
| 1Y | +28.8% | +167.5% | -138.7% | -7.5% |
| 3Y | +136.4% | +366.0% | -229.6% | +35.6% |
| 5Y | +72.9% | +1,088.8% | -1,015.8% | -30.0% |
| 10Y | +391.8% | +1,055.0% | -663.2% | +71.0% |
| All | +391.8% | +1,051.1% | -659.4% | +71.0% |
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