+838.5%
BX vs ATI
+110.7%
+727.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.3% |
| 7D | -1.1% | +13.0% | -14.0% | -5.3% |
| 30D | +8.8% | +0.2% | +8.6% | +7.8% |
| 3M | -18.3% | -17.5% | -0.8% | -13.6% |
| 6M | -1.5% | +18.1% | -19.6% | -9.3% |
| YTD | -19.9% | +65.7% | -85.6% | -35.6% |
| 1Y | -14.5% | +91.9% | -106.4% | -34.9% |
| 3Y | +32.3% | +335.2% | -302.9% | -28.9% |
| 5Y | -1.1% | +1,004.3% | -1,005.4% | -63.5% |
| 10Y | +657.8% | +1,019.2% | -361.4% | +115.0% |
| All | +838.5% | +110.7% | +727.8% | +199.9% |
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