+156.3%
BP vs ATI
+1,117.2%
-960.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.2% |
| 7D | +3.9% | -0.1% | +4.0% | +3.9% |
| 30D | +7.6% | +2.7% | +4.9% | +6.6% |
| 3M | +0.7% | +16.3% | -15.6% | -3.7% |
| 6M | +15.5% | +30.2% | -14.7% | +6.1% |
| YTD | +30.8% | +83.6% | -52.7% | +10.2% |
| 1Y | +34.3% | +173.0% | -138.7% | +1.9% |
| 3Y | +35.1% | +356.6% | -321.6% | -13.6% |
| 5Y | +126.8% | +1,074.2% | -947.4% | +11.0% |
| 10Y | +123.4% | +1,136.2% | -1,012.9% | -5.4% |
| All | +156.3% | +1,117.2% | -960.8% | -20.2% |
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