+1,091.6%
ATI vs XYL
+149.5%
+942.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -2.9% |
| 7D | -2.7% | -1.2% | -1.5% | -1.9% |
| 30D | -13.5% | -13.2% | -0.3% | -3.9% |
| 3M | +8.5% | -0.2% | +8.7% | +6.9% |
| 6M | +25.2% | -12.5% | +37.7% | +36.7% |
| YTD | +73.4% | -20.9% | +94.3% | +103.0% |
| 1Y | +160.5% | -21.6% | +182.1% | +207.5% |
| 3Y | +347.3% | +16.1% | +331.1% | +266.8% |
| 5Y | +1,049.0% | -15.6% | +1,064.6% | +1,100.3% |
| All | +1,091.6% | +149.5% | +942.1% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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