+7,366.9%
SHW vs ATI
+968.1%
+6,398.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.1% | +3.1% |
| 7D | +1.6% | +6.0% | -4.4% | +0.5% |
| 30D | +12.1% | -3.6% | +15.7% | +12.5% |
| 3M | -3.0% | -18.9% | +15.9% | +0.2% |
| 6M | +13.5% | +16.7% | -3.2% | +9.3% |
| YTD | +11.2% | +61.1% | -49.8% | +0.7% |
| 1Y | +6.2% | +89.3% | -83.1% | -6.7% |
| 3Y | +45.6% | +333.3% | -287.7% | +6.9% |
| 5Y | +15.6% | +954.5% | -938.9% | -29.4% |
| 10Y | +356.5% | +1,067.0% | -710.5% | +138.8% |
| All | +7,366.9% | +968.1% | +6,398.9% | +2,726.6% |
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