+1,222.8%
CVX vs ATI
+998.8%
+224.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +1.6% | +13.0% | -11.4% | -1.3% |
| 30D | -0.6% | +0.2% | -0.8% | -1.3% |
| 3M | +11.0% | -17.5% | +28.5% | +15.0% |
| 6M | +18.4% | +18.1% | +0.3% | +11.6% |
| YTD | +45.9% | +65.7% | -19.8% | +25.0% |
| 1Y | +46.7% | +91.9% | -45.3% | +21.1% |
| 3Y | +71.6% | +335.2% | -263.7% | +10.6% |
| 5Y | +131.4% | +1,004.3% | -872.9% | +14.3% |
| 10Y | +209.3% | +1,019.2% | -809.9% | +34.3% |
| All | +1,222.8% | +998.8% | +224.0% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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