+99.4%
WMT vs ATI
+358.3%
-258.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.2% | +2.4% | -2.6% | -0.4% |
| 30D | -5.8% | -9.5% | +3.7% | -5.3% |
| 3M | -10.8% | +10.4% | -21.1% | -11.4% |
| 6M | -14.3% | +31.8% | -46.2% | -16.3% |
| YTD | -4.4% | +80.0% | -84.4% | -9.1% |
| 1Y | +4.3% | +175.8% | -171.5% | -4.8% |
| All | +99.4% | +358.3% | -258.9% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling