+1,046.4%
BKNG vs ATI
+1,093.4%
-47.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -13.1% | +2.4% | -15.5% | -13.7% |
| 30D | -18.5% | -9.5% | -9.0% | -16.4% |
| 3M | +5.8% | +10.4% | -4.6% | +1.9% |
| 6M | -2.1% | +31.8% | -33.9% | -10.9% |
| YTD | -18.6% | +80.0% | -98.6% | -32.6% |
| 1Y | -21.7% | +175.8% | -197.5% | -43.0% |
| 3Y | +40.9% | +364.2% | -323.4% | -15.6% |
| 5Y | +91.0% | +1,076.9% | -985.9% | -15.3% |
| 10Y | +213.2% | +1,178.1% | -964.9% | +12.5% |
| All | +1,046.4% | +1,093.4% | -47.0% | +142.9% |
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