+1,088.8%
ATI vs BBWI
-66.8%
+1,155.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | +3.2% | +1.6% | +1.6% | +2.8% |
| 30D | -9.0% | -6.2% | -2.8% | -8.0% |
| 3M | +15.1% | +4.3% | +10.7% | +12.6% |
| 6M | +38.1% | -7.2% | +45.3% | +37.9% |
| YTD | +80.7% | -3.0% | +83.7% | +77.5% |
| 1Y | +167.5% | -30.8% | +198.3% | +182.7% |
| 3Y | +366.0% | -43.4% | +409.4% | +395.9% |
| 5Y | +1,088.8% | -66.7% | +1,155.5% | +1,253.2% |
| All | +1,088.8% | -66.8% | +1,155.5% | +1,253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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