+27.0%
BROS vs ATI
+1,107.9%
-1,080.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.1% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -29.1% | +2.7% | -31.8% | -30.2% |
| 3M | -16.7% | +16.3% | -33.0% | -21.5% |
| 6M | -11.6% | +30.2% | -41.8% | -19.9% |
| YTD | -23.9% | +83.6% | -107.5% | -38.0% |
| 1Y | -34.8% | +173.0% | -207.8% | -53.3% |
| 3Y | +62.1% | +356.6% | -294.6% | -3.7% |
| All | +27.0% | +1,107.9% | -1,080.9% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling