+989.2%
ATI vs ARWR
+37.7%
+951.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.3% | +20.5% | +5.4% |
| 7D | +6.0% | -17.3% | +23.3% | +6.2% |
| 30D | -3.6% | -21.5% | +17.9% | -3.4% |
| 3M | -18.9% | -43.8% | +25.0% | -18.3% |
| 6M | +16.7% | -32.3% | +49.0% | +17.2% |
| YTD | +61.1% | -25.8% | +86.9% | +61.5% |
| 1Y | +89.3% | +25.5% | +63.8% | +88.4% |
| 3Y | +333.3% | +84.1% | +249.2% | +327.1% |
| 5Y | +954.5% | -39.2% | +993.7% | +948.8% |
| 10Y | +1,067.0% | +1,072.4% | -5.4% | +1,021.0% |
| All | +989.2% | +37.7% | +951.5% | +952.8% |
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