+741.9%
IWM vs ATI
+968.9%
-227.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.2% |
| 7D | -2.0% | +6.2% | -8.2% | -3.7% |
| 30D | -1.5% | -7.1% | +5.6% | +0.1% |
| 3M | -8.0% | -21.3% | +13.3% | -2.5% |
| 6M | -4.1% | +6.5% | -10.6% | -7.0% |
| YTD | +11.9% | +53.2% | -41.3% | -2.2% |
| 1Y | +15.0% | +82.7% | -67.7% | -4.2% |
| 3Y | +64.2% | +314.3% | -250.1% | +5.4% |
| 5Y | +20.4% | +890.9% | -870.5% | -40.7% |
| 10Y | +168.0% | +1,142.3% | -974.4% | +6.3% |
| All | +741.9% | +968.9% | -227.0% | +142.6% |
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