+911.5%
BE vs ATI
+633.0%
+278.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +5.9% |
| 7D | +20.0% | -0.1% | +20.0% | +20.1% |
| 30D | +7.9% | +2.7% | +5.2% | +6.2% |
| 3M | -13.2% | +16.3% | -29.5% | -18.3% |
| 6M | +53.5% | +30.2% | +23.3% | +36.4% |
| YTD | +191.0% | +83.6% | +107.5% | +120.8% |
| 1Y | +360.5% | +173.0% | +187.5% | +194.9% |
| 3Y | +1,568.0% | +356.6% | +1,211.4% | +723.1% |
| 5Y | +1,055.2% | +1,074.2% | -19.0% | +280.0% |
| All | +911.5% | +633.0% | +278.5% | +257.8% |
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