+1,090.2%
ATI vs GWW
+570.2%
+520.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -5.6% | -3.4% | -2.3% | -3.7% |
| 30D | -13.7% | -1.9% | -11.8% | -12.8% |
| 3M | -0.4% | -2.4% | +2.0% | +0.4% |
| 6M | +26.2% | +15.7% | +10.5% | +14.8% |
| YTD | +73.2% | +27.6% | +45.6% | +47.4% |
| 1Y | +161.6% | +27.2% | +134.4% | +122.7% |
| 3Y | +346.2% | +89.7% | +256.5% | +192.0% |
| 5Y | +1,047.6% | +223.9% | +823.7% | +428.3% |
| All | +1,090.2% | +570.2% | +520.1% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling