+26.3%
BP vs ATI
+85.0%
-58.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | -0.2% |
| 7D | -6.3% | +1.3% | -7.7% | -6.1% |
| 30D | -3.6% | -4.8% | +1.1% | -3.9% |
| 3M | +5.2% | -19.9% | +25.2% | +3.1% |
| 6M | +5.3% | +15.4% | -10.0% | +8.8% |
| YTD | +33.1% | +59.2% | -26.1% | +32.3% |
| 1Y | +26.3% | +86.3% | -60.0% | +24.4% |
| All | +26.3% | +85.0% | -58.7% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling