+346.7%
ATI vs XPO
+151.2%
+195.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -13.5% | -10.4% | -3.2% | -10.4% |
| 3M | +8.5% | -15.7% | +24.2% | +14.5% |
| 6M | +25.2% | -6.3% | +31.5% | +27.5% |
| YTD | +73.4% | +34.2% | +39.2% | +56.9% |
| 1Y | +160.5% | +39.9% | +120.6% | +130.1% |
| All | +346.7% | +151.2% | +195.5% | +237.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling