+21.8%
EOG vs ATI
+361.7%
-339.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.3% |
| 30D | +7.9% | -9.0% | +16.9% | +8.7% |
| 3M | +4.5% | +15.1% | -10.6% | +2.8% |
| 6M | +12.3% | +38.1% | -25.8% | +7.5% |
| YTD | +41.9% | +80.7% | -38.8% | +29.5% |
| 1Y | +27.8% | +167.5% | -139.7% | +8.5% |
| 3Y | +21.8% | +366.0% | -344.2% | -4.4% |
| All | +21.8% | +361.7% | -339.9% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling