+6,861.7%
SHW vs ATI
+1,117.2%
+5,744.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.1% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -9.5% | +2.7% | -12.2% | -10.1% |
| 3M | +11.5% | +16.3% | -4.9% | +7.9% |
| 6M | -3.5% | +30.2% | -33.7% | -8.7% |
| YTD | +3.7% | +83.6% | -79.8% | -7.9% |
| 1Y | -7.9% | +173.0% | -180.9% | -24.1% |
| 3Y | +24.7% | +356.6% | -331.9% | -9.0% |
| 5Y | +13.6% | +1,074.2% | -1,060.6% | -31.9% |
| 10Y | +283.0% | +1,136.2% | -853.3% | +98.7% |
| All | +6,861.7% | +1,117.2% | +5,744.5% | +2,485.4% |
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