+969.7%
AWK vs ATI
+266.6%
+703.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +5.6% | +2.7% | +2.9% | +5.2% |
| 3M | +15.9% | +16.3% | -0.5% | +13.8% |
| 6M | +4.6% | +30.2% | -25.6% | +1.3% |
| YTD | +10.1% | +83.6% | -73.5% | +3.0% |
| 1Y | +2.1% | +173.0% | -170.9% | -8.5% |
| 3Y | +9.8% | +356.6% | -346.8% | -8.9% |
| 5Y | -15.4% | +1,074.2% | -1,089.5% | -37.7% |
| 10Y | +129.4% | +1,136.2% | -1,006.8% | +51.9% |
| All | +969.7% | +266.6% | +703.1% | +595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling