+27.4%
WMT vs ATI
+86.4%
-59.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.4% |
| 7D | +8.8% | +8.3% | +0.4% | +9.1% |
| 30D | +22.9% | -7.3% | +30.2% | +22.4% |
| 3M | +16.1% | -10.5% | +26.6% | +15.8% |
| 6M | -0.5% | +16.4% | -16.8% | -0.7% |
| YTD | +16.7% | +56.1% | -39.4% | +17.0% |
| 1Y | +27.4% | +86.5% | -59.1% | +38.2% |
| All | +27.4% | +86.4% | -59.0% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling