+363.6%
ATI vs XHB
+24.0%
+339.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | +2.4% | -1.9% | +4.3% | +3.7% |
| 30D | -9.5% | -8.3% | -1.2% | -4.5% |
| 3M | +10.4% | -7.1% | +17.5% | +14.8% |
| 6M | +31.8% | -5.3% | +37.1% | +35.6% |
| YTD | +80.0% | -3.2% | +83.2% | +82.3% |
| 1Y | +175.8% | -13.9% | +189.7% | +198.7% |
| All | +363.6% | +24.0% | +339.6% | +285.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling