-35.6%
BAX vs ATI
+1,024.4%
-1,060.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.4% |
| 30D | +8.5% | -4.8% | +13.3% | +8.9% |
| 3M | -4.9% | -19.9% | +15.1% | -2.3% |
| 6M | +47.0% | +15.4% | +31.6% | +42.6% |
| YTD | +38.4% | +59.2% | -20.8% | +28.2% |
| 1Y | +49.1% | +86.3% | -37.1% | +35.1% |
| 3Y | -14.9% | +318.2% | -333.1% | -31.1% |
| 5Y | -63.1% | +958.6% | -1,021.8% | -73.4% |
| 10Y | -35.6% | +996.8% | -1,032.4% | -54.4% |
| All | -35.6% | +1,024.4% | -1,060.0% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling