+128.6%
BP vs ATI
+1,074.8%
-946.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | 0.0% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.6% | +2.7% | +4.9% | +6.9% |
| 3M | +0.7% | +16.3% | -15.6% | -2.6% |
| 6M | +15.5% | +30.2% | -14.7% | +8.3% |
| YTD | +30.8% | +83.6% | -52.7% | +13.3% |
| 1Y | +34.3% | +173.0% | -138.7% | +5.7% |
| 3Y | +35.1% | +356.6% | -321.6% | -11.0% |
| All | +128.6% | +1,074.8% | -946.3% | +11.3% |
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