+1,251.0%
BE vs ATI
+1,101.9%
+149.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.6% |
| 7D | +29.8% | +3.2% | +26.6% | +27.4% |
| 30D | +26.4% | -9.0% | +35.4% | +33.8% |
| 3M | +9.3% | +15.1% | -5.8% | +1.9% |
| 6M | +105.1% | +38.1% | +66.9% | +71.1% |
| YTD | +219.0% | +80.7% | +138.4% | +130.4% |
| 1Y | +418.8% | +167.5% | +251.2% | +208.5% |
| 3Y | +1,784.6% | +366.0% | +1,418.6% | +707.3% |
| 5Y | +1,251.0% | +1,088.8% | +162.2% | +368.2% |
| All | +1,251.0% | +1,101.9% | +149.1% | +368.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling