+339.2%
GLW vs ATI
+318.7%
+20.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -2.5% |
| 7D | +7.7% | +4.2% | +3.6% | +5.9% |
| 30D | -18.8% | -2.5% | -16.3% | -17.7% |
| 3M | -27.7% | -19.4% | -8.3% | -19.9% |
| 6M | -44.4% | +11.1% | -55.5% | -45.8% |
| YTD | +31.3% | +59.5% | -28.3% | +15.2% |
| 1Y | +40.0% | +85.8% | -45.7% | +18.0% |
| 3Y | +339.2% | +311.9% | +27.3% | +181.7% |
| All | +339.2% | +318.7% | +20.6% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling