+935.8%
ATI vs ARWR
+62.7%
+873.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.4% |
| 7D | +6.2% | -2.9% | +9.1% | +6.2% |
| 30D | -7.1% | -5.4% | -1.7% | -7.0% |
| 3M | -21.3% | -32.2% | +10.9% | -20.9% |
| 6M | +6.5% | -26.5% | +33.0% | +6.9% |
| YTD | +53.2% | -12.4% | +65.6% | +53.3% |
| 1Y | +82.7% | +46.9% | +35.8% | +81.5% |
| 3Y | +314.3% | +116.0% | +198.3% | +307.6% |
| 5Y | +890.9% | -28.0% | +918.9% | +883.7% |
| 10Y | +1,142.3% | +923.9% | +218.4% | +1,092.8% |
| All | +935.8% | +62.7% | +873.2% | +899.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling