+7,321.7%
SHW vs ATI
+983.6%
+6,338.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -2.1% | +4.7% | -6.8% | -3.0% |
| 30D | +11.1% | -0.2% | +11.3% | +10.8% |
| 3M | -2.2% | -18.5% | +16.3% | +1.0% |
| 6M | +14.3% | +16.4% | -2.0% | +10.1% |
| YTD | +10.6% | +63.4% | -52.8% | -0.2% |
| 1Y | +4.1% | +91.5% | -87.5% | -8.8% |
| 3Y | +42.9% | +329.2% | -286.4% | +5.1% |
| 5Y | +14.2% | +966.7% | -952.5% | -30.4% |
| 10Y | +346.7% | +1,003.8% | -657.0% | +136.3% |
| All | +7,321.7% | +983.6% | +6,338.1% | +2,702.0% |
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 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