-10.4%
SHW vs ATI
+163.6%
-174.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.3% |
| 7D | -4.5% | -2.7% | -1.8% | -3.9% |
| 30D | -12.7% | -13.5% | +0.8% | -10.3% |
| 3M | +4.7% | +8.5% | -3.8% | +1.7% |
| 6M | -3.4% | +25.2% | -28.6% | -10.4% |
| YTD | -1.3% | +73.4% | -74.7% | -12.8% |
| 1Y | -10.4% | +160.5% | -170.9% | -23.0% |
| All | -10.4% | +163.6% | -174.0% | -23.0% |
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