+10,164.4%
BLK vs ATI
+1,097.9%
+9,066.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -2.4% | +3.2% | -5.6% | -3.2% |
| 30D | -3.1% | -9.0% | +5.9% | -0.8% |
| 3M | +10.7% | +15.1% | -4.4% | +5.9% |
| 6M | +15.9% | +38.1% | -22.2% | +5.2% |
| YTD | +4.0% | +80.7% | -76.6% | -12.2% |
| 1Y | +1.3% | +167.5% | -166.3% | -23.5% |
| 3Y | +69.6% | +366.0% | -296.4% | +6.4% |
| 5Y | +33.8% | +1,088.8% | -1,055.0% | -36.7% |
| 10Y | +276.2% | +1,055.0% | -778.8% | +51.6% |
| All | +10,164.4% | +1,097.9% | +9,066.5% | +3,392.8% |
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