+61.0%
BMY vs ATI
+1,155.5%
-1,094.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.7% |
| 7D | -6.4% | -2.7% | -3.7% | -6.1% |
| 30D | +0.2% | -13.5% | +13.7% | +1.6% |
| 3M | +16.0% | +8.5% | +7.4% | +14.7% |
| 6M | +8.3% | +25.2% | -16.9% | +5.4% |
| YTD | +22.2% | +73.4% | -51.2% | +15.2% |
| 1Y | +41.7% | +160.5% | -118.8% | +28.2% |
| 3Y | +20.7% | +347.3% | -326.6% | +1.7% |
| 5Y | +23.9% | +1,049.0% | -1,025.0% | -7.4% |
| All | +61.0% | +1,155.5% | -1,094.5% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling