+131.4%
WMT vs ATI
+1,021.8%
-890.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.3% |
| 30D | -6.4% | -13.5% | +7.1% | -5.6% |
| 3M | -12.1% | +8.5% | -20.6% | -12.7% |
| 6M | -15.0% | +25.2% | -40.1% | -16.7% |
| YTD | -4.5% | +73.4% | -77.9% | -8.9% |
| 1Y | +6.2% | +160.5% | -154.3% | -2.2% |
| 3Y | +99.9% | +347.3% | -247.4% | +72.9% |
| 5Y | +131.4% | +1,049.0% | -917.5% | +87.7% |
| All | +131.4% | +1,021.8% | -890.3% | +87.7% |
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