+154.7%
BMY vs ATI
+1,117.2%
-962.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.2% |
| 7D | +0.4% | -0.1% | +0.4% | +0.3% |
| 30D | +5.0% | +2.7% | +2.3% | +4.6% |
| 3M | +19.4% | +16.3% | +3.1% | +16.8% |
| 6M | +9.5% | +30.2% | -20.6% | +5.4% |
| YTD | +28.1% | +83.6% | -55.5% | +18.1% |
| 1Y | +50.0% | +173.0% | -123.0% | +31.4% |
| 3Y | +24.1% | +356.6% | -332.6% | -0.3% |
| 5Y | +25.0% | +1,074.2% | -1,049.2% | -12.9% |
| 10Y | +68.7% | +1,136.2% | -1,067.5% | +6.3% |
| All | +154.7% | +1,117.2% | -962.5% | +22.2% |
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