+763.2%
IWM vs ATI
+1,011.0%
-247.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.5% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | +0.6% | -4.8% | +5.3% | +1.5% |
| 3M | -6.2% | -19.9% | +13.7% | -1.1% |
| 6M | -0.8% | +15.4% | -16.1% | -5.8% |
| YTD | +14.8% | +59.2% | -44.5% | -0.8% |
| 1Y | +16.1% | +86.3% | -70.1% | -3.8% |
| 3Y | +71.5% | +318.2% | -246.7% | +9.9% |
| 5Y | +25.8% | +958.6% | -932.9% | -39.2% |
| 10Y | +155.4% | +996.8% | -841.3% | +4.8% |
| All | +763.2% | +1,011.0% | -247.9% | +146.1% |
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 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