+363.6%
ATI vs TW
+20.8%
+342.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | -9.5% | -0.6% | -8.9% | -9.4% |
| 3M | +10.4% | +3.4% | +7.0% | +9.0% |
| 6M | +31.8% | -18.4% | +50.3% | +38.6% |
| YTD | +80.0% | -3.9% | +83.9% | +78.0% |
| 1Y | +175.8% | -13.3% | +189.2% | +184.2% |
| All | +363.6% | +20.8% | +342.8% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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