+30.8%
BX vs ATI
+361.7%
-330.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -2.0% | +3.2% | -5.1% | -2.9% |
| 30D | -2.3% | -9.0% | +6.7% | +0.4% |
| 3M | +18.5% | +15.1% | +3.4% | +12.4% |
| 6M | +23.7% | +38.1% | -14.4% | +9.7% |
| YTD | -10.4% | +80.7% | -91.0% | -27.8% |
| 1Y | -19.6% | +167.5% | -187.1% | -44.4% |
| 3Y | +30.8% | +366.0% | -335.2% | -32.1% |
| All | +30.8% | +361.7% | -330.9% | -32.1% |
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