+679.7%
ATI vs TW
+211.4%
+468.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | +3.2% | -3.5% | +6.6% | +4.3% |
| 30D | -9.0% | +0.5% | -9.5% | -9.2% |
| 3M | +15.1% | +4.9% | +10.1% | +12.1% |
| 6M | +38.1% | -17.1% | +55.2% | +45.1% |
| YTD | +80.7% | -3.9% | +84.5% | +78.6% |
| 1Y | +167.5% | -13.3% | +180.8% | +174.0% |
| 3Y | +366.0% | +20.9% | +345.1% | +318.5% |
| 5Y | +1,088.8% | +20.5% | +1,068.3% | +937.0% |
| All | +679.7% | +211.4% | +468.3% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling