+930.3%
ATI vs XPO
+1,266.4%
-336.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -6.0% | -4.6% |
| 7D | +4.2% | +9.0% | -4.8% | +0.5% |
| 30D | -2.5% | +4.2% | -6.7% | -4.3% |
| 3M | -19.4% | -8.7% | -10.8% | -16.7% |
| 6M | +11.1% | -2.8% | +13.8% | +11.2% |
| YTD | +59.5% | +41.9% | +17.7% | +35.4% |
| 1Y | +85.8% | +42.3% | +43.4% | +56.9% |
| 3Y | +311.9% | +127.3% | +184.6% | +165.3% |
| 5Y | +963.2% | +306.4% | +656.9% | +379.2% |
| All | +930.3% | +1,266.4% | -336.1% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling