+86.5%
ATI vs BWA
+17.4%
+69.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +8.3% | -9.9% | +18.2% | +12.7% |
| 30D | -7.3% | -16.4% | +9.1% | -0.6% |
| 3M | -10.5% | -19.8% | +9.3% | -2.8% |
| 6M | +16.4% | -10.0% | +26.3% | +21.8% |
| YTD | +56.1% | +12.7% | +43.3% | +42.2% |
| 1Y | +86.5% | +15.7% | +70.9% | +66.2% |
| All | +86.5% | +17.4% | +69.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling