+1,081.3%
ATI vs WAB
+228.6%
+852.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -2.0% |
| 7D | +3.2% | +1.7% | +1.5% | +1.8% |
| 30D | -9.0% | -2.4% | -6.6% | -7.2% |
| 3M | +15.1% | +9.7% | +5.4% | +5.5% |
| 6M | +38.1% | +16.5% | +21.6% | +20.7% |
| YTD | +80.7% | +33.7% | +46.9% | +41.2% |
| 1Y | +167.5% | +49.7% | +117.8% | +90.2% |
| 3Y | +366.0% | +170.9% | +195.1% | +103.5% |
| All | +1,081.3% | +228.6% | +852.7% | +326.8% |
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