+366.0%
ATI vs WAT
+49.0%
+317.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | -9.0% | -1.0% | -8.0% | -8.8% |
| 3M | +15.1% | +10.9% | +4.2% | +11.3% |
| 6M | +38.1% | +33.2% | +5.0% | +25.6% |
| YTD | +80.7% | +6.1% | +74.6% | +74.7% |
| 1Y | +167.5% | +30.2% | +137.3% | +140.8% |
| 3Y | +366.0% | +52.9% | +313.1% | +296.9% |
| All | +366.0% | +49.0% | +317.0% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling