+966.7%
ATI vs WAB
+224.0%
+742.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | +4.7% | +3.1% | +1.6% | +2.2% |
| 30D | -0.2% | +6.4% | -6.7% | -4.7% |
| 3M | -18.5% | +2.2% | -20.7% | -19.7% |
| 6M | +16.4% | +13.7% | +2.7% | +3.9% |
| YTD | +63.4% | +43.0% | +20.4% | +21.7% |
| 1Y | +91.5% | +47.0% | +44.6% | +39.5% |
| 3Y | +329.2% | +174.4% | +154.8% | +89.0% |
| 5Y | +966.7% | +222.2% | +744.5% | +307.3% |
| All | +966.7% | +224.0% | +742.7% | +307.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling