+141.8%
BMY vs ATI
+955.8%
-813.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | +1.8% | +1.3% | +0.4% | +1.5% |
| 30D | +6.2% | -4.8% | +11.0% | +6.5% |
| 3M | -2.1% | -19.9% | +17.8% | +0.1% |
| 6M | +14.3% | +15.4% | -1.1% | +11.4% |
| YTD | +21.6% | +59.2% | -37.6% | +13.7% |
| 1Y | +38.8% | +86.3% | -47.5% | +27.2% |
| 3Y | +42.9% | +318.2% | -275.3% | +15.8% |
| 5Y | +30.1% | +958.6% | -928.6% | -8.4% |
| 10Y | +58.2% | +996.8% | -938.6% | +1.3% |
| All | +141.8% | +955.8% | -813.9% | +17.6% |
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