-7.9%
SHW vs ATI
+176.2%
-184.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.2% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -9.5% | +2.7% | -12.2% | -10.3% |
| 3M | +11.5% | +16.3% | -4.9% | +6.6% |
| 6M | -3.5% | +30.2% | -33.7% | -11.4% |
| YTD | +3.7% | +83.6% | -79.8% | -10.0% |
| 1Y | -7.9% | +173.0% | -180.9% | -24.2% |
| All | -7.9% | +176.2% | -184.1% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling