+123.2%
GLW vs ATI
+176.2%
-53.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +3.3% |
| 7D | +3.8% | -0.1% | +3.8% | +3.8% |
| 30D | -1.3% | +2.7% | -4.0% | -3.6% |
| 3M | -21.8% | +16.3% | -38.1% | -29.8% |
| 6M | +6.9% | +30.2% | -23.3% | -12.8% |
| YTD | +77.2% | +83.6% | -6.4% | +24.8% |
| 1Y | +123.2% | +173.0% | -49.8% | +42.1% |
| All | +123.2% | +176.2% | -53.0% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling