+1,354.9%
ITW vs ATI
+1,117.2%
+237.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -9.1% | +2.7% | -11.8% | -9.9% |
| 3M | +8.2% | +16.3% | -8.1% | +3.8% |
| 6M | -4.8% | +30.2% | -34.9% | -11.5% |
| YTD | +11.0% | +83.6% | -72.5% | -4.9% |
| 1Y | +4.2% | +173.0% | -168.8% | -19.1% |
| 3Y | +17.3% | +356.6% | -339.4% | -22.6% |
| 5Y | +33.0% | +1,074.2% | -1,041.2% | -32.1% |
| 10Y | +182.3% | +1,136.2% | -953.9% | +21.7% |
| All | +1,354.9% | +1,117.2% | +237.7% | +318.6% |
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