+256.9%
BNY vs ATI
+1,029.4%
-772.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -5.6% | +4.3% | -0.1% |
| 30D | -0.2% | -13.7% | +13.6% | +3.1% |
| 3M | +14.9% | -0.4% | +15.3% | +14.6% |
| 6M | +40.0% | +26.2% | +13.8% | +31.7% |
| YTD | +42.0% | +73.2% | -31.2% | +24.1% |
| 1Y | +56.9% | +161.6% | -104.8% | +24.1% |
| 3Y | +289.9% | +346.2% | -56.3% | +157.9% |
| All | +256.9% | +1,029.4% | -772.5% | +91.8% |
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