-2.3%
SW vs ATI
+1,074.8%
-1,077.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | +2.7% | -7.3% | -5.4% |
| 3M | +9.4% | +16.3% | -6.9% | +5.1% |
| 6M | +3.5% | +30.2% | -26.7% | -3.2% |
| YTD | +22.0% | +83.6% | -61.5% | +6.3% |
| 1Y | +2.2% | +173.0% | -170.8% | -18.3% |
| 3Y | +19.6% | +356.6% | -337.1% | -14.6% |
| All | -2.3% | +1,074.8% | -1,077.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling