+1,043.1%
AWK vs ATI
+218.0%
+825.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | +16.7% | -4.8% | +21.4% | +16.9% |
| 3M | +11.7% | -19.9% | +31.7% | +13.7% |
| 6M | +21.9% | +15.4% | +6.5% | +19.4% |
| YTD | +17.6% | +59.2% | -41.6% | +11.1% |
| 1Y | +19.8% | +86.3% | -66.5% | +11.4% |
| 3Y | +31.0% | +318.2% | -287.2% | +9.2% |
| 5Y | -3.0% | +958.6% | -961.6% | -28.0% |
| 10Y | +156.8% | +996.8% | -840.0% | +72.1% |
| All | +1,043.1% | +218.0% | +825.2% | +651.0% |
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