+664.4%
BX vs ATI
+1,203.1%
-538.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -5.7% | +2.4% | -8.1% | -6.3% |
| 30D | -8.9% | -9.5% | +0.6% | -6.4% |
| 3M | +8.4% | +10.4% | -2.0% | +4.6% |
| 6M | +18.9% | +31.8% | -12.9% | +8.4% |
| YTD | -13.6% | +80.0% | -93.6% | -28.4% |
| 1Y | -22.4% | +175.8% | -198.3% | -43.8% |
| 3Y | +26.0% | +364.2% | -338.2% | -23.9% |
| 5Y | +18.8% | +1,076.9% | -1,058.1% | -45.4% |
| All | +664.4% | +1,203.1% | -538.7% | +202.5% |
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