+14.9%
BND vs ATI
+1,155.5%
-1,140.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | -1.0% | -13.5% | +12.6% | -1.0% |
| 3M | -1.2% | +8.5% | -9.8% | -1.2% |
| 6M | -2.0% | +25.2% | -27.2% | -2.0% |
| YTD | -1.2% | +73.4% | -74.6% | -1.1% |
| 1Y | -0.5% | +160.5% | -161.0% | -0.3% |
| 3Y | +12.4% | +347.3% | -334.9% | +12.7% |
| 5Y | -2.5% | +1,049.0% | -1,051.4% | -1.8% |
| All | +14.9% | +1,155.5% | -1,140.6% | +15.7% |
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