+288.7%
ATI vs XME
+242.3%
+46.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +2.7% | +6.0% | -3.3% | -4.2% |
| 3M | +16.3% | -7.7% | +24.1% | +23.7% |
| 6M | +30.2% | +1.0% | +29.2% | +25.5% |
| YTD | +83.6% | +14.6% | +68.9% | +52.2% |
| 1Y | +173.0% | +46.0% | +127.1% | +72.0% |
| 3Y | +356.6% | +127.0% | +229.6% | +76.7% |
| 5Y | +1,074.2% | +175.8% | +898.4% | +248.2% |
| 10Y | +1,136.2% | +414.6% | +721.6% | +104.4% |
| All | +288.7% | +242.3% | +46.4% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling