+254.6%
BAC vs ATI
+968.1%
-713.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +0.6% |
| 7D | +2.0% | +6.0% | -4.0% | -0.1% |
| 30D | -6.9% | -3.6% | -3.3% | -6.4% |
| 3M | -19.6% | -18.9% | -0.7% | -14.6% |
| 6M | -0.5% | +16.7% | -17.2% | -7.3% |
| YTD | -6.6% | +61.1% | -67.7% | -22.7% |
| 1Y | -3.0% | +89.3% | -92.3% | -24.0% |
| 3Y | +97.3% | +333.3% | -236.0% | +10.6% |
| 5Y | +21.9% | +954.5% | -932.6% | -51.7% |
| 10Y | +251.7% | +1,067.0% | -815.3% | +11.9% |
| All | +254.6% | +968.1% | -713.4% | -7.9% |
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