+30.8%
BIL vs ATI
+106.7%
-75.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | +0.1% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +0.6% | -18.5% | +19.1% | +0.6% |
| 6M | +1.5% | +16.4% | -14.9% | +1.5% |
| YTD | +2.8% | +63.4% | -60.6% | +2.8% |
| 1Y | +3.3% | +91.5% | -88.2% | +3.4% |
| 3Y | +13.4% | +329.2% | -315.8% | +13.6% |
| 5Y | +19.8% | +966.7% | -946.9% | +20.1% |
| 10Y | +25.7% | +1,003.8% | -978.0% | +26.1% |
| All | +30.8% | +106.7% | -75.9% | +31.3% |
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