+182.7%
SW vs ATI
+1,108.2%
-925.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.5% |
| 7D | +2.3% | +6.2% | -3.8% | +1.5% |
| 30D | +6.8% | -7.1% | +13.9% | +7.5% |
| 3M | -5.2% | -21.3% | +16.1% | -2.8% |
| 6M | +7.4% | +6.5% | +0.9% | +6.0% |
| YTD | +17.4% | +53.2% | -35.8% | +11.1% |
| 1Y | +27.1% | +82.7% | -55.6% | +18.0% |
| 3Y | +47.9% | +314.3% | -266.4% | +25.3% |
| 5Y | -2.6% | +890.9% | -893.5% | -23.1% |
| All | +182.7% | +1,108.2% | -925.5% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling