+339.7%
BAC vs ATI
+1,117.2%
-777.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.1% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -0.4% | +2.7% | -3.1% | -1.6% |
| 3M | +16.9% | +16.3% | +0.6% | +10.2% |
| 6M | +26.6% | +30.2% | -3.6% | +14.0% |
| YTD | +15.8% | +83.6% | -67.8% | -7.4% |
| 1Y | +27.2% | +173.0% | -145.8% | -11.8% |
| 3Y | +132.4% | +356.6% | -224.2% | +28.9% |
| 5Y | +72.6% | +1,074.2% | -1,001.6% | -33.9% |
| 10Y | +389.7% | +1,136.2% | -746.5% | +52.1% |
| All | +339.7% | +1,117.2% | -777.4% | +10.3% |
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