+1,136.8%
ATI vs BWA
+151.4%
+985.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -9.5% | -5.6% | -3.9% | -6.4% |
| 3M | +10.4% | -10.7% | +21.1% | +18.0% |
| 6M | +31.8% | +23.2% | +8.6% | +14.8% |
| YTD | +80.0% | +46.0% | +34.0% | +35.9% |
| 1Y | +175.8% | +51.2% | +124.7% | +102.6% |
| 3Y | +364.2% | +69.6% | +294.7% | +196.6% |
| 5Y | +1,076.9% | +86.6% | +990.3% | +565.5% |
| All | +1,136.8% | +151.4% | +985.3% | +416.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling