+3,485.8%
ATI vs XPO
+10,316.6%
-6,830.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +1.9% |
| 7D | -0.1% | +2.4% | -2.5% | -0.7% |
| 30D | +2.7% | -3.5% | +6.2% | +3.5% |
| 3M | +16.3% | -11.9% | +28.2% | +19.5% |
| 6M | +30.2% | -10.0% | +40.1% | +33.1% |
| YTD | +83.6% | +42.1% | +41.5% | +68.2% |
| 1Y | +173.0% | +47.6% | +125.4% | +146.3% |
| 3Y | +356.6% | +153.6% | +203.1% | +255.7% |
| 5Y | +1,074.2% | +266.5% | +807.7% | +709.7% |
| 10Y | +1,136.2% | +1,460.4% | -324.2% | +543.8% |
| All | +3,485.8% | +10,316.6% | -6,830.8% | +1,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling