+28.8%
BAC vs ATI
+166.0%
-137.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.2% | +3.2% | -2.0% | +0.7% |
| 30D | -0.7% | -9.0% | +8.3% | +0.5% |
| 3M | +16.9% | +15.1% | +1.8% | +14.3% |
| 6M | +29.6% | +38.1% | -8.5% | +22.9% |
| YTD | +15.3% | +80.7% | -65.4% | +6.5% |
| 1Y | +28.8% | +167.5% | -138.7% | +17.5% |
| All | +28.8% | +166.0% | -137.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling