+25.1%
BROS vs ATI
+1,088.8%
-1,063.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -13.5% | -9.0% | -4.4% | -11.3% |
| 3M | -18.4% | +15.1% | -33.5% | -22.9% |
| 6M | -10.6% | +38.1% | -48.7% | -20.4% |
| YTD | -25.1% | +80.7% | -105.7% | -38.7% |
| 1Y | -28.6% | +167.5% | -196.2% | -48.6% |
| 3Y | +65.6% | +366.0% | -300.4% | -2.0% |
| All | +25.1% | +1,088.8% | -1,063.7% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling