-37.5%
BROS vs ATI
+91.4%
-128.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.5% |
| 7D | -20.4% | +4.7% | -25.1% | -21.1% |
| 30D | -6.1% | -0.2% | -5.8% | -6.4% |
| 3M | -29.4% | -18.5% | -10.9% | -27.4% |
| 6M | -31.5% | +16.4% | -47.9% | -37.4% |
| YTD | -42.8% | +63.4% | -106.2% | -54.1% |
| 1Y | -37.5% | +91.5% | -129.0% | -53.9% |
| All | -37.5% | +91.4% | -128.9% | -53.9% |
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 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