+65.6%
BROS vs ATI
+361.7%
-296.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -0.9% | +3.2% | -4.1% | -1.9% |
| 30D | -13.5% | -9.0% | -4.4% | -11.0% |
| 3M | -18.4% | +15.1% | -33.5% | -23.6% |
| 6M | -10.6% | +38.1% | -48.7% | -21.9% |
| YTD | -25.1% | +80.7% | -105.7% | -40.8% |
| 1Y | -28.6% | +167.5% | -196.2% | -51.6% |
| 3Y | +65.6% | +366.0% | -300.4% | -15.0% |
| All | +65.6% | +361.7% | -296.2% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling