+18.4%
BROS vs ATI
+1,041.1%
-1,022.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.4% |
| 7D | -6.1% | -2.7% | -3.3% | -5.3% |
| 30D | -12.4% | -13.5% | +1.1% | -8.8% |
| 3M | -27.9% | +8.5% | -36.5% | -30.7% |
| 6M | -16.8% | +25.2% | -42.0% | -23.8% |
| YTD | -29.0% | +73.4% | -102.4% | -41.3% |
| 1Y | -33.2% | +160.5% | -193.7% | -51.5% |
| 3Y | +56.8% | +347.3% | -290.5% | -6.2% |
| All | +18.4% | +1,041.1% | -1,022.6% | -39.9% |
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