-6.0%
SW vs ATI
-9.6%
+3.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.0% |
| 7D | +12.1% | +8.3% | +3.7% | +12.3% |
| 30D | +6.6% | -7.3% | +13.8% | +4.5% |
| 3M | -6.0% | -10.5% | +4.5% | -7.4% |
| All | -6.0% | -9.6% | +3.5% | -7.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling