+751.1%
WMT vs ATI
+1,097.9%
-346.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +0.1% | +3.2% | -3.0% | -0.2% |
| 30D | -5.0% | -9.0% | +4.0% | -4.1% |
| 3M | -11.3% | +15.1% | -26.4% | -12.7% |
| 6M | -13.8% | +38.1% | -51.9% | -16.9% |
| YTD | -4.2% | +80.7% | -84.9% | -10.1% |
| 1Y | +4.6% | +167.5% | -163.0% | -5.8% |
| 3Y | +100.5% | +366.0% | -265.5% | +68.4% |
| 5Y | +129.7% | +1,088.8% | -959.1% | +73.2% |
| 10Y | +423.4% | +1,055.0% | -631.6% | +266.2% |
| All | +751.1% | +1,097.9% | -346.8% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling