+1,076.9%
ATI vs XPO
+262.4%
+814.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -9.5% | -8.1% | -1.4% | -7.2% |
| 3M | +10.4% | -19.0% | +29.4% | +17.4% |
| 6M | +31.8% | -5.2% | +37.0% | +33.5% |
| YTD | +80.0% | +35.6% | +44.4% | +63.2% |
| 1Y | +175.8% | +41.1% | +134.7% | +144.8% |
| 3Y | +364.2% | +157.9% | +206.3% | +236.5% |
| 5Y | +1,076.9% | +265.6% | +811.2% | +610.4% |
| All | +1,076.9% | +262.4% | +814.4% | +610.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling