+136.2%
BAX vs ATI
+1,117.2%
-980.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -5.5% | +2.7% | -8.2% | -5.9% |
| 3M | +33.5% | +16.3% | +17.2% | +30.5% |
| 6M | +35.9% | +30.2% | +5.7% | +30.6% |
| YTD | +35.4% | +83.6% | -48.2% | +24.5% |
| 1Y | +9.8% | +173.0% | -163.3% | -4.1% |
| 3Y | -32.7% | +356.6% | -389.4% | -45.4% |
| 5Y | -65.6% | +1,074.2% | -1,139.7% | -75.4% |
| 10Y | -34.9% | +1,136.2% | -1,171.1% | -57.7% |
| All | +136.2% | +1,117.2% | -980.9% | +13.5% |
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