+142.2%
BP vs ATI
+961.4%
-819.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.8% |
| 7D | +3.8% | +4.2% | -0.3% | +2.7% |
| 30D | -5.3% | -2.5% | -2.8% | -5.3% |
| 3M | +9.3% | -19.4% | +28.7% | +14.2% |
| 6M | +7.2% | +11.1% | -3.9% | +2.1% |
| YTD | +38.0% | +59.5% | -21.5% | +17.3% |
| 1Y | +33.2% | +85.8% | -52.6% | +8.3% |
| 3Y | +50.3% | +311.9% | -261.6% | -8.0% |
| 5Y | +114.1% | +963.2% | -849.2% | -5.5% |
| All | +142.2% | +961.4% | -819.2% | -3.9% |
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