+86.5%
ATI vs GWRE
-24.5%
+111.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | +0.2% |
| 7D | +8.3% | +2.2% | +6.1% | +8.8% |
| 30D | -7.3% | +4.5% | -11.8% | -6.5% |
| 3M | -10.5% | +6.4% | -17.0% | -8.8% |
| 6M | +16.4% | +18.8% | -2.5% | +22.7% |
| YTD | +56.1% | -15.1% | +71.2% | +78.4% |
| 1Y | +86.5% | -23.4% | +109.9% | +121.3% |
| All | +86.5% | -24.5% | +111.0% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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