+18.0%
BAC vs ATI
+871.8%
-853.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.8% |
| 7D | -1.2% | +6.2% | -7.3% | -2.7% |
| 30D | -7.7% | -7.1% | -0.6% | -6.4% |
| 3M | -21.2% | -21.3% | +0.2% | -16.8% |
| 6M | -6.8% | +6.5% | -13.3% | -9.6% |
| YTD | -8.7% | +53.2% | -61.9% | -20.2% |
| 1Y | -5.3% | +82.7% | -88.0% | -21.1% |
| 3Y | +87.4% | +314.3% | -226.9% | +17.9% |
| All | +18.0% | +871.8% | -853.8% | -40.8% |
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