+246.7%
BAC vs ATI
+915.7%
-669.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.1% |
| 7D | -1.2% | +6.2% | -7.3% | -3.3% |
| 30D | -7.7% | -7.1% | -0.6% | -6.0% |
| 3M | -21.2% | -21.3% | +0.2% | -15.5% |
| 6M | -6.8% | +6.5% | -13.3% | -10.5% |
| YTD | -8.7% | +53.2% | -61.9% | -23.1% |
| 1Y | -5.3% | +82.7% | -88.0% | -24.9% |
| 3Y | +87.4% | +314.3% | -226.9% | +6.6% |
| 5Y | +18.9% | +890.9% | -872.0% | -51.9% |
| 10Y | +273.3% | +1,142.3% | -869.0% | +16.3% |
| All | +246.7% | +915.7% | -669.0% | -8.4% |
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