+237.9%
ATI vs XME
+170.7%
+67.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.1% |
| 7D | +4.2% | +0.3% | +3.8% | +3.8% |
| 30D | -2.5% | -6.1% | +3.6% | +4.0% |
| 3M | -19.4% | -18.6% | -0.8% | -2.1% |
| 6M | +11.1% | -23.9% | +35.0% | +42.0% |
| YTD | +59.5% | -9.3% | +68.9% | +66.8% |
| 1Y | +85.8% | +1.8% | +84.0% | +71.8% |
| 3Y | +311.9% | +93.0% | +218.9% | +86.3% |
| 5Y | +963.2% | +107.0% | +856.3% | +324.0% |
| 10Y | +977.6% | +266.9% | +710.7% | +148.8% |
| All | +237.9% | +170.7% | +67.2% | +10.0% |
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