+1,057.1%
ATI vs IWD
+745.6%
+311.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +1.7% |
| 7D | +6.0% | +1.3% | +4.8% | +3.7% |
| 30D | -3.6% | +3.6% | -7.2% | -9.2% |
| 3M | -18.9% | +2.3% | -21.2% | -22.2% |
| 6M | +16.7% | +13.0% | +3.7% | -5.7% |
| YTD | +61.1% | +26.2% | +34.9% | +8.9% |
| 1Y | +89.3% | +30.5% | +58.8% | +21.0% |
| 3Y | +333.3% | +86.2% | +247.1% | +53.4% |
| 5Y | +954.5% | +72.9% | +881.6% | +325.6% |
| 10Y | +1,067.0% | +205.0% | +862.0% | +108.2% |
| All | +1,057.1% | +745.6% | +311.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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