+11.1%
ATI vs XPO
-2.1%
+13.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -6.0% | -4.4% |
| 7D | +4.2% | +9.0% | -4.8% | +1.2% |
| 30D | -2.5% | +4.2% | -6.7% | -3.9% |
| 3M | -19.4% | -8.7% | -10.8% | -17.1% |
| 6M | +11.1% | -2.8% | +13.8% | +10.2% |
| All | +11.1% | -2.1% | +13.2% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling