+1,037.8%
AWK vs ATI
+226.3%
+811.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | 0.0% | +4.7% | -4.7% | -0.5% |
| 30D | +15.5% | -0.2% | +15.8% | +15.3% |
| 3M | +10.0% | -18.5% | +28.5% | +11.7% |
| 6M | +20.4% | +16.4% | +4.1% | +17.8% |
| YTD | +17.1% | +63.4% | -46.4% | +10.4% |
| 1Y | +18.3% | +91.5% | -73.3% | +9.7% |
| 3Y | +30.4% | +329.2% | -298.9% | +8.4% |
| 5Y | -2.7% | +966.7% | -969.4% | -27.8% |
| 10Y | +154.7% | +1,003.8% | -849.1% | +70.6% |
| All | +1,037.8% | +226.3% | +811.5% | +645.7% |
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