+1,091.6%
ATI vs WAB
+292.7%
+798.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -13.5% | -5.9% | -7.6% | -9.1% |
| 3M | +8.5% | +9.4% | -0.8% | -0.5% |
| 6M | +25.2% | +13.8% | +11.3% | +11.3% |
| YTD | +73.4% | +31.8% | +41.6% | +36.4% |
| 1Y | +160.5% | +48.5% | +112.0% | +84.9% |
| 3Y | +347.3% | +167.0% | +180.3% | +92.5% |
| 5Y | +1,049.0% | +222.3% | +826.6% | +316.5% |
| All | +1,091.6% | +292.7% | +798.9% | +202.2% |
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