+1,141.3%
ATI vs BBWI
+291.1%
+850.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +1.8% |
| 7D | -0.1% | +1.5% | -1.6% | -0.7% |
| 30D | +2.7% | -5.2% | +7.9% | +3.8% |
| 3M | +16.3% | +11.1% | +5.2% | +8.9% |
| 6M | +30.2% | -13.4% | +43.5% | +32.9% |
| YTD | +83.6% | +0.1% | +83.5% | +74.4% |
| 1Y | +173.0% | -36.1% | +209.1% | +204.3% |
| 3Y | +356.6% | -44.1% | +400.7% | +396.8% |
| 5Y | +1,074.2% | -66.2% | +1,140.4% | +1,344.1% |
| 10Y | +1,136.2% | -54.8% | +1,191.0% | +933.1% |
| All | +1,141.3% | +291.1% | +850.2% | +187.7% |
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