+136.1%
AWK vs ATI
+1,068.2%
-932.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | +2.4% | -1.8% | +0.4% |
| 30D | +4.3% | -9.5% | +13.8% | +5.0% |
| 3M | +12.5% | +10.4% | +2.2% | +11.4% |
| 6M | +3.3% | +31.8% | -28.5% | +0.6% |
| YTD | +9.8% | +80.0% | -70.2% | +4.1% |
| 1Y | +2.9% | +175.8% | -172.9% | -6.2% |
| 3Y | +9.6% | +364.2% | -354.6% | -7.2% |
| 5Y | -16.7% | +1,076.9% | -1,093.5% | -36.9% |
| 10Y | +136.1% | +1,178.1% | -1,042.0% | +54.4% |
| All | +136.1% | +1,068.2% | -932.1% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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