+1,141.3%
ATI vs BWA
+1,940.6%
-799.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.1% |
| 7D | -0.1% | +5.7% | -5.7% | -3.8% |
| 30D | +2.7% | +1.4% | +1.3% | +1.3% |
| 3M | +16.3% | -12.1% | +28.4% | +26.2% |
| 6M | +30.2% | +28.6% | +1.6% | +8.2% |
| YTD | +83.6% | +51.1% | +32.5% | +31.2% |
| 1Y | +173.0% | +55.9% | +117.1% | +89.8% |
| 3Y | +356.6% | +70.1% | +286.5% | +177.4% |
| 5Y | +1,074.2% | +90.7% | +983.5% | +524.0% |
| 10Y | +1,136.2% | +154.0% | +982.2% | +409.9% |
| All | +1,141.3% | +1,940.6% | -799.4% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling