+108.2%
EOG vs ATI
+994.1%
-885.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +7.4% | +13.0% | -5.6% | +5.3% |
| 30D | +2.3% | +0.2% | +2.1% | +1.9% |
| 3M | +9.5% | -17.5% | +26.9% | +12.6% |
| 6M | +17.7% | +18.1% | -0.4% | +12.3% |
| YTD | +52.9% | +65.7% | -12.8% | +33.3% |
| 1Y | +47.7% | +91.9% | -44.3% | +24.0% |
| 3Y | +41.1% | +335.2% | -294.1% | -9.6% |
| 5Y | +108.2% | +1,004.3% | -896.1% | -3.7% |
| All | +108.2% | +994.1% | -885.9% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling