-31.5%
BROS vs ATI
+166.4%
-197.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -6.6% | +2.4% | -9.0% | -6.9% |
| 30D | -12.3% | -9.5% | -2.9% | -11.2% |
| 3M | -22.2% | +10.4% | -32.6% | -25.0% |
| 6M | -14.3% | +31.8% | -46.1% | -22.6% |
| YTD | -26.6% | +80.0% | -106.5% | -37.2% |
| 1Y | -31.5% | +175.8% | -207.3% | -44.6% |
| All | -31.5% | +166.4% | -197.9% | -44.6% |
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