+5.3%
WMT vs ATI
+159.9%
-154.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | 0.0% | -5.6% | +5.6% | -0.1% |
| 30D | -7.4% | -13.7% | +6.3% | -7.8% |
| 3M | -10.9% | -0.4% | -10.5% | -10.5% |
| 6M | -12.7% | +26.2% | -38.9% | -12.6% |
| YTD | -3.2% | +73.2% | -76.4% | -2.1% |
| 1Y | +5.3% | +161.6% | -156.3% | +8.5% |
| All | +5.3% | +159.9% | -154.6% | +8.5% |
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