+76.4%
BND vs ATI
+122.3%
-46.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -0.4% | +2.7% | -3.1% | -0.3% |
| 3M | -0.6% | +16.3% | -16.9% | -0.5% |
| 6M | -1.4% | +30.2% | -31.6% | -1.2% |
| YTD | -0.2% | +83.6% | -83.8% | +0.3% |
| 1Y | +1.3% | +173.0% | -171.7% | +2.1% |
| 3Y | +13.2% | +356.6% | -343.5% | +14.7% |
| 5Y | -1.6% | +1,074.2% | -1,075.8% | +0.8% |
| 10Y | +15.5% | +1,136.2% | -1,120.7% | +19.2% |
| All | +76.4% | +122.3% | -46.0% | +79.6% |
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