+363.6%
ATI vs XME
+132.9%
+230.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -9.5% | +1.4% | -10.9% | -10.7% |
| 3M | +10.4% | +2.7% | +7.6% | +7.6% |
| 6M | +31.8% | +6.5% | +25.3% | +24.0% |
| YTD | +80.0% | +15.2% | +64.8% | +57.3% |
| 1Y | +175.8% | +43.5% | +132.3% | +98.0% |
| All | +363.6% | +132.9% | +230.7% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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