+327.7%
ATI vs XHB
+170.3%
+157.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.9% |
| 7D | +13.0% | -2.4% | +15.4% | +15.3% |
| 30D | +0.2% | +7.1% | -6.9% | -6.5% |
| 3M | -17.5% | -6.0% | -11.5% | -14.1% |
| 6M | +18.1% | +2.1% | +16.0% | +13.4% |
| YTD | +65.7% | -0.6% | +66.3% | +62.5% |
| 1Y | +91.9% | -3.3% | +95.2% | +92.3% |
| 3Y | +335.2% | +34.1% | +301.1% | +209.3% |
| 5Y | +1,004.3% | +28.6% | +975.7% | +675.0% |
| 10Y | +1,019.2% | +235.0% | +784.2% | +241.8% |
| All | +327.7% | +170.3% | +157.4% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling