+978.9%
ATI vs BBWI
+328.7%
+650.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.3% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | -2.5% | +12.9% | -15.4% | -7.9% |
| 3M | -19.4% | +16.0% | -35.4% | -25.9% |
| 6M | +11.1% | +16.6% | -5.5% | -0.1% |
| YTD | +59.5% | +9.7% | +49.8% | +43.9% |
| 1Y | +85.8% | +1.5% | +84.3% | +68.9% |
| 3Y | +311.9% | -21.4% | +333.3% | +282.7% |
| 5Y | +963.2% | -67.6% | +1,030.8% | +1,224.4% |
| 10Y | +977.6% | -46.8% | +1,024.4% | +724.1% |
| All | +978.9% | +328.7% | +650.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling