+133.9%
BP vs ATI
+1,068.2%
-934.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +4.0% | +2.4% | +1.6% | +3.3% |
| 30D | +7.8% | -9.5% | +17.3% | +10.4% |
| 3M | +8.4% | +10.4% | -2.0% | +4.8% |
| 6M | +15.1% | +31.8% | -16.7% | +4.8% |
| YTD | +36.4% | +80.0% | -43.6% | +13.8% |
| 1Y | +40.9% | +175.8% | -134.9% | +3.9% |
| 3Y | +38.8% | +364.2% | -325.4% | -16.2% |
| 5Y | +141.1% | +1,076.9% | -935.8% | +6.3% |
| 10Y | +133.9% | +1,178.1% | -1,044.2% | -10.5% |
| All | +133.9% | +1,068.2% | -934.3% | -10.5% |
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