+411.6%
ATI vs XYL
+389.9%
+21.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +4.2% | -3.7% | +7.9% | +7.1% |
| 30D | -2.5% | -8.3% | +5.8% | +1.6% |
| 3M | -19.4% | -21.4% | +2.0% | -5.7% |
| 6M | +11.1% | -12.9% | +24.0% | +18.2% |
| YTD | +59.5% | -30.1% | +89.6% | +100.5% |
| 1Y | +85.8% | -35.2% | +120.9% | +148.2% |
| 3Y | +311.9% | -0.8% | +312.7% | +273.1% |
| 5Y | +963.2% | -23.2% | +986.5% | +1,045.6% |
| 10Y | +977.6% | +101.2% | +876.4% | +389.0% |
| All | +411.6% | +389.9% | +21.7% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling