+1,121.6%
ATI vs GWW
+4,186.2%
-3,064.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.5% |
| 7D | +3.2% | -1.5% | +4.7% | +4.4% |
| 30D | -9.0% | +1.1% | -10.1% | -9.9% |
| 3M | +15.1% | -1.0% | +16.1% | +14.9% |
| 6M | +38.1% | +16.3% | +21.8% | +21.9% |
| YTD | +80.7% | +28.5% | +52.1% | +46.2% |
| 1Y | +167.5% | +30.3% | +137.2% | +113.5% |
| 3Y | +366.0% | +91.6% | +274.4% | +167.8% |
| 5Y | +1,088.8% | +224.0% | +864.8% | +333.8% |
| 10Y | +1,055.0% | +551.3% | +503.7% | +116.0% |
| All | +1,121.6% | +4,186.2% | -3,064.5% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling