+1,025.5%
ATI vs GWRE
+15.1%
+1,010.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.6% | -13.2% | +7.6% | -4.2% |
| 30D | -13.7% | -18.6% | +4.8% | -12.4% |
| 3M | -0.4% | +18.9% | -19.3% | -4.8% |
| 6M | +26.2% | -11.0% | +37.2% | +25.6% |
| YTD | +73.2% | -29.9% | +103.1% | +81.2% |
| 1Y | +161.6% | -44.3% | +206.0% | +189.0% |
| 3Y | +346.2% | +51.7% | +294.5% | +291.2% |
| All | +1,025.5% | +15.1% | +1,010.5% | +906.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling