+49.1%
BAX vs ATI
+87.1%
-38.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.7% | +1.7% |
| 7D | +9.0% | +6.0% | +3.0% | +8.2% |
| 30D | +8.5% | -3.6% | +12.1% | +9.0% |
| 3M | -4.1% | -18.9% | +14.8% | -1.0% |
| 6M | +46.9% | +16.7% | +30.2% | +36.2% |
| YTD | +38.4% | +61.1% | -22.7% | +16.4% |
| All | +49.1% | +87.1% | -38.0% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling