+1,091.6%
ATI vs XHB
+210.4%
+881.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -1.6% |
| 7D | -2.7% | -5.2% | +2.5% | +2.1% |
| 30D | -13.5% | -12.1% | -1.4% | -3.2% |
| 3M | +8.5% | -6.2% | +14.7% | +13.6% |
| 6M | +25.2% | -6.7% | +31.9% | +32.0% |
| YTD | +73.4% | -5.5% | +78.9% | +79.7% |
| 1Y | +160.5% | -15.6% | +176.2% | +197.2% |
| 3Y | +347.3% | +22.0% | +325.3% | +240.3% |
| 5Y | +1,049.0% | +31.8% | +1,017.1% | +667.8% |
| All | +1,091.6% | +210.4% | +881.2% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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