+428.1%
WMT vs ATI
+1,154.1%
-726.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | 0.0% | -5.6% | +5.6% | +0.3% |
| 30D | -7.4% | -13.7% | +6.3% | -6.6% |
| 3M | -10.9% | -0.4% | -10.5% | -11.0% |
| 6M | -12.7% | +26.2% | -38.9% | -14.2% |
| YTD | -3.2% | +73.2% | -76.4% | -6.8% |
| 1Y | +5.3% | +161.6% | -156.3% | -1.3% |
| 3Y | +101.9% | +346.2% | -244.3% | +81.0% |
| 5Y | +134.6% | +1,047.6% | -913.1% | +98.1% |
| All | +428.1% | +1,154.1% | -726.0% | +345.0% |
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