+161.6%
ATI vs WAB
+49.7%
+112.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.9% |
| 7D | -5.6% | +0.1% | -5.8% | -5.7% |
| 30D | -13.7% | -4.1% | -9.7% | -11.1% |
| 3M | -0.4% | +8.2% | -8.5% | -7.4% |
| 6M | +26.2% | +15.4% | +10.8% | +10.2% |
| YTD | +73.2% | +33.1% | +40.1% | +37.8% |
| 1Y | +161.6% | +48.1% | +113.5% | +93.6% |
| All | +161.6% | +49.7% | +112.0% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling