+610.0%
BNY vs ATI
+1,093.4%
-483.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.3% | +2.4% | -2.1% | -0.4% |
| 30D | +1.9% | -9.5% | +11.4% | +4.8% |
| 3M | +13.9% | +10.4% | +3.5% | +10.1% |
| 6M | +42.3% | +31.8% | +10.5% | +29.8% |
| YTD | +41.8% | +80.0% | -38.1% | +17.9% |
| 1Y | +57.9% | +175.8% | -117.9% | +15.2% |
| 3Y | +290.7% | +364.2% | -73.5% | +133.6% |
| 5Y | +252.3% | +1,076.9% | -824.6% | +53.8% |
| 10Y | +412.8% | +1,178.1% | -765.3% | +80.7% |
| All | +610.0% | +1,093.4% | -483.4% | +67.8% |
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 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