+18.1%
ATI vs XHB
+0.7%
+17.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | +13.0% | -2.4% | +15.4% | +14.0% |
| 30D | +0.2% | +7.1% | -6.9% | -2.4% |
| 3M | -17.5% | -6.0% | -11.5% | -14.2% |
| 6M | +18.1% | +2.1% | +16.0% | +13.1% |
| All | +18.1% | +0.7% | +17.4% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling