+85.8%
ATI vs XYL
-36.2%
+122.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +4.2% | -3.7% | +7.9% | +5.0% |
| 30D | -2.5% | -8.3% | +5.8% | -2.1% |
| 3M | -19.4% | -21.4% | +2.0% | -14.3% |
| 6M | +11.1% | -12.9% | +24.0% | +10.2% |
| YTD | +59.5% | -30.1% | +89.6% | +68.9% |
| 1Y | +85.8% | -35.2% | +120.9% | +111.8% |
| All | +85.8% | -36.2% | +122.0% | +111.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling