+488.6%
ATI vs XYL
+449.8%
+38.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +4.6% |
| 7D | -0.1% | -5.0% | +5.0% | +4.1% |
| 30D | +2.7% | -13.2% | +15.9% | +14.5% |
| 3M | +16.3% | -3.7% | +20.0% | +18.0% |
| 6M | +30.2% | -17.7% | +47.9% | +49.9% |
| YTD | +83.6% | -21.5% | +105.1% | +117.3% |
| 1Y | +173.0% | -24.5% | +197.5% | +234.1% |
| 3Y | +356.6% | +6.9% | +349.7% | +301.5% |
| 5Y | +1,074.2% | -18.1% | +1,092.3% | +1,144.7% |
| 10Y | +1,136.2% | +134.7% | +1,001.5% | +414.2% |
| All | +488.6% | +449.8% | +38.8% | +39.7% |
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