+24.3%
BMY vs ATI
+1,086.3%
-1,062.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -4.8% | +2.4% | -7.2% | -5.0% |
| 30D | -0.7% | -9.5% | +8.8% | 0.0% |
| 3M | +15.3% | +10.4% | +5.0% | +14.3% |
| 6M | +8.5% | +31.8% | -23.3% | +5.9% |
| YTD | +23.4% | +80.0% | -56.5% | +18.1% |
| 1Y | +42.9% | +175.8% | -132.9% | +32.8% |
| 3Y | +22.0% | +364.2% | -342.3% | +8.4% |
| 5Y | +24.3% | +1,076.9% | -1,052.5% | +3.8% |
| All | +24.3% | +1,086.3% | -1,062.0% | +3.8% |
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 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