-19.0%
BAX vs ATI
+318.7%
-337.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.0% |
| 7D | +0.1% | +4.2% | -4.1% | -0.8% |
| 30D | +4.1% | -2.5% | +6.6% | +4.2% |
| 3M | -4.5% | -19.4% | +14.9% | -0.6% |
| 6M | +49.2% | +11.1% | +38.2% | +42.5% |
| YTD | +35.2% | +59.5% | -24.3% | +17.4% |
| 1Y | +38.3% | +85.8% | -47.5% | +15.6% |
| 3Y | -19.0% | +311.9% | -330.9% | -41.6% |
| All | -19.0% | +318.7% | -337.7% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling