+173.0%
ATI vs BWA
+59.1%
+113.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.9% |
| 7D | -0.1% | +5.7% | -5.7% | -2.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.0% |
| 3M | +16.3% | -12.1% | +28.4% | +21.1% |
| 6M | +30.2% | +28.6% | +1.6% | +19.8% |
| YTD | +83.6% | +51.1% | +32.5% | +53.4% |
| 1Y | +173.0% | +55.9% | +117.1% | +123.1% |
| All | +173.0% | +59.1% | +113.9% | +123.1% |
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