+1,091.6%
ATI vs ARWR
+1,080.6%
+11.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -2.7% | -4.3% | +1.6% | -2.1% |
| 30D | -13.5% | -7.3% | -6.2% | -12.7% |
| 3M | +8.5% | +17.0% | -8.5% | +5.8% |
| 6M | +25.2% | +39.8% | -14.6% | +19.0% |
| YTD | +73.4% | +24.7% | +48.7% | +66.8% |
| 1Y | +160.5% | +186.5% | -26.0% | +122.3% |
| 3Y | +347.3% | +176.8% | +170.5% | +261.5% |
| 5Y | +1,049.0% | +29.3% | +1,019.6% | +879.7% |
| All | +1,091.6% | +1,080.6% | +11.0% | +780.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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