+160.9%
BP vs ATI
+968.1%
-807.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.0% | -1.1% |
| 7D | -6.9% | +6.0% | -12.9% | -8.3% |
| 30D | -3.6% | -3.6% | +0.1% | -3.3% |
| 3M | +8.4% | -18.9% | +27.3% | +12.8% |
| 6M | +5.3% | +16.7% | -11.4% | -0.5% |
| YTD | +33.2% | +61.1% | -27.9% | +14.7% |
| 1Y | +28.2% | +89.3% | -61.1% | +5.9% |
| 3Y | +49.2% | +333.3% | -284.1% | -4.0% |
| 5Y | +102.9% | +954.5% | -851.6% | +1.3% |
| 10Y | +127.7% | +1,067.0% | -939.3% | -2.1% |
| All | +160.9% | +968.1% | -807.2% | -16.9% |
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 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