-2.2%
AWK vs ATI
+947.1%
-949.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | +16.7% | -4.8% | +21.4% | +16.8% |
| 3M | +11.7% | -19.9% | +31.7% | +12.2% |
| 6M | +21.9% | +15.4% | +6.5% | +21.0% |
| YTD | +17.6% | +59.2% | -41.6% | +15.0% |
| 1Y | +19.8% | +86.3% | -66.5% | +16.3% |
| 3Y | +31.0% | +318.2% | -287.2% | +15.3% |
| All | -2.2% | +947.1% | -949.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling