+635.8%
BX vs ATI
+961.4%
-325.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.5% |
| 7D | +0.6% | +4.2% | -3.6% | -0.7% |
| 30D | +14.2% | -2.5% | +16.8% | +14.3% |
| 3M | -18.7% | -19.4% | +0.7% | -14.4% |
| 6M | +2.5% | +11.1% | -8.6% | -2.4% |
| YTD | -18.8% | +59.5% | -78.4% | -31.2% |
| 1Y | -10.3% | +85.8% | -96.1% | -27.5% |
| 3Y | +35.4% | +311.9% | -276.5% | -16.9% |
| 5Y | +0.3% | +963.2% | -963.0% | -53.6% |
| All | +635.8% | +961.4% | -325.6% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling