+366.0%
ATI vs BWA
+72.9%
+293.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | +3.2% | +4.3% | -1.1% | +1.6% |
| 30D | -9.0% | -2.9% | -6.1% | -8.1% |
| 3M | +15.1% | -12.4% | +27.5% | +20.3% |
| 6M | +38.1% | +28.6% | +9.6% | +26.9% |
| YTD | +80.7% | +48.2% | +32.4% | +55.0% |
| 1Y | +167.5% | +50.9% | +116.6% | +127.6% |
| 3Y | +366.0% | +72.2% | +293.8% | +244.0% |
| All | +366.0% | +72.9% | +293.1% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling