+930.3%
ATI vs WAB
+266.7%
+663.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.0% |
| 7D | +4.2% | +5.1% | -0.9% | 0.0% |
| 30D | -2.5% | +4.0% | -6.5% | -5.1% |
| 3M | -19.4% | +0.1% | -19.5% | -19.2% |
| 6M | +11.1% | +12.8% | -1.7% | -0.4% |
| YTD | +59.5% | +40.1% | +19.5% | +20.1% |
| 1Y | +85.8% | +46.4% | +39.4% | +34.9% |
| 3Y | +311.9% | +167.4% | +144.5% | +79.8% |
| 5Y | +963.2% | +215.0% | +748.2% | +300.4% |
| All | +930.3% | +266.7% | +663.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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