-13.6%
BKNG vs ATI
+86.4%
-100.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +9.8% |
| 7D | +15.6% | +8.3% | +7.2% | +15.4% |
| 30D | +8.0% | -7.3% | +15.2% | +7.9% |
| 3M | -11.8% | -10.5% | -1.3% | -11.9% |
| 6M | +3.8% | +16.4% | -12.6% | +1.9% |
| YTD | -19.6% | +56.1% | -75.7% | -23.2% |
| 1Y | -13.6% | +86.5% | -100.1% | -24.4% |
| All | -13.6% | +86.4% | -100.0% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling