+346.2%
ATI vs GWRE
+50.1%
+296.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.6% | -13.2% | +7.6% | -4.6% |
| 30D | -13.7% | -18.6% | +4.8% | -12.9% |
| 3M | -0.4% | +18.9% | -19.3% | -4.4% |
| 6M | +26.2% | -11.0% | +37.2% | +26.4% |
| YTD | +73.2% | -29.9% | +103.1% | +85.0% |
| 1Y | +161.6% | -44.3% | +206.0% | +199.2% |
| 3Y | +346.2% | +51.7% | +294.5% | +271.9% |
| All | +346.2% | +50.1% | +296.1% | +271.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling