+3,222.4%
PWR vs ATI
+1,117.2%
+2,105.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.4% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | -8.6% | +2.7% | -11.3% | -9.7% |
| 3M | -13.2% | +16.3% | -29.5% | -17.9% |
| 6M | +9.9% | +30.2% | -20.3% | -0.5% |
| YTD | +48.0% | +83.6% | -35.5% | +18.8% |
| 1Y | +66.2% | +173.0% | -106.8% | +15.5% |
| 3Y | +195.1% | +356.6% | -161.5% | +65.1% |
| 5Y | +442.6% | +1,074.2% | -631.6% | +107.3% |
| 10Y | +2,334.2% | +1,136.2% | +1,198.0% | +633.0% |
| All | +3,222.4% | +1,117.2% | +2,105.3% | +617.4% |
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