+131.0%
ATI vs WOLF
+37.9%
+93.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.3% | +2.6% | -2.9% |
| 7D | +4.2% | +4.4% | -0.2% | +3.5% |
| 30D | -2.5% | +1.0% | -3.5% | -3.1% |
| 3M | -19.4% | -21.2% | +1.8% | -18.1% |
| 6M | +11.1% | -60.3% | +71.4% | +18.0% |
| YTD | +59.5% | +42.6% | +16.9% | +45.6% |
| 1Y | +85.8% | +36.5% | +49.3% | +68.8% |
| All | +131.0% | +37.9% | +93.1% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling