+33.0%
BLK vs ATI
+1,029.4%
-996.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.3% | -5.6% | +2.3% | -2.0% |
| 30D | -6.5% | -13.7% | +7.2% | -3.3% |
| 3M | +6.7% | -0.4% | +7.1% | +6.3% |
| 6M | +14.7% | +26.2% | -11.5% | +7.1% |
| YTD | +2.5% | +73.2% | -70.7% | -11.6% |
| 1Y | -2.8% | +161.6% | -164.4% | -24.7% |
| 3Y | +65.9% | +346.2% | -280.3% | +6.8% |
| All | +33.0% | +1,029.4% | -996.3% | -28.5% |
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