+902.8%
ATI vs ARWR
-29.9%
+932.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.3% |
| 7D | +6.2% | -2.9% | +9.1% | +6.6% |
| 30D | -7.1% | -5.4% | -1.7% | -6.3% |
| 3M | -21.3% | -32.2% | +10.9% | -17.1% |
| 6M | +6.5% | -26.5% | +33.0% | +10.3% |
| YTD | +53.2% | -12.4% | +65.6% | +54.0% |
| 1Y | +82.7% | +46.9% | +35.8% | +69.7% |
| 3Y | +314.3% | +116.0% | +198.3% | +236.5% |
| All | +902.8% | -29.9% | +932.7% | +761.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling