+22.9%
ITW vs ATI
+86.4%
-63.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.3% | +8.3% | -2.0% | +5.1% |
| 30D | +11.1% | -7.3% | +18.3% | +12.0% |
| 3M | +0.1% | -10.5% | +10.6% | +1.2% |
| 6M | +18.1% | +16.4% | +1.7% | +11.0% |
| YTD | +21.4% | +56.1% | -34.7% | +3.1% |
| 1Y | +22.9% | +86.5% | -63.6% | -1.5% |
| All | +22.9% | +86.4% | -63.5% | -1.5% |
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