+304.2%
ATI vs WU
-21.6%
+325.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | +0.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.7% |
| 30D | -9.0% | -1.1% | -7.9% | -8.7% |
| 3M | +15.1% | -1.8% | +16.9% | +11.3% |
| 6M | +38.1% | -23.9% | +62.0% | +58.0% |
| YTD | +80.7% | -20.4% | +101.1% | +97.6% |
| 1Y | +167.5% | -10.6% | +178.1% | +165.2% |
| 3Y | +366.0% | -27.7% | +393.7% | +410.4% |
| 5Y | +1,088.8% | -51.1% | +1,139.9% | +1,556.6% |
| 10Y | +1,055.0% | -40.7% | +1,095.7% | +1,307.8% |
| All | +304.2% | -21.6% | +325.8% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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