+1,141.3%
ATI vs WAB
+3,380.8%
-2,239.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.5% |
| 7D | -0.1% | -3.2% | +3.2% | +2.3% |
| 30D | +2.7% | -4.4% | +7.1% | +6.0% |
| 3M | +16.3% | +7.9% | +8.5% | +9.3% |
| 6M | +30.2% | +8.7% | +21.5% | +22.1% |
| YTD | +83.6% | +33.0% | +50.6% | +49.2% |
| 1Y | +173.0% | +46.7% | +126.4% | +106.8% |
| 3Y | +356.6% | +153.0% | +203.7% | +135.0% |
| 5Y | +1,074.2% | +222.3% | +851.9% | +408.3% |
| 10Y | +1,136.2% | +291.0% | +845.2% | +364.9% |
| All | +1,141.3% | +3,380.8% | -2,239.6% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling