+166.9%
IWM vs ATI
+1,051.1%
-884.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.4% | +3.2% | -1.8% | +0.5% |
| 30D | -2.3% | -9.0% | +6.7% | +0.2% |
| 3M | +4.0% | +15.1% | -11.1% | -0.6% |
| 6M | +17.9% | +38.1% | -20.2% | +6.8% |
| YTD | +20.2% | +80.7% | -60.5% | +0.9% |
| 1Y | +25.0% | +167.5% | -142.5% | -6.3% |
| 3Y | +66.0% | +366.0% | -300.0% | +3.1% |
| 5Y | +40.0% | +1,088.8% | -1,048.7% | -34.3% |
| 10Y | +166.9% | +1,055.0% | -888.1% | +12.1% |
| All | +166.9% | +1,051.1% | -884.3% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling