+5,040.0%
EOG vs ATI
+957.9%
+4,082.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.5% | +2.9% |
| 7D | +7.6% | +4.2% | +3.5% | +6.2% |
| 30D | +3.4% | -2.5% | +5.9% | +3.3% |
| 3M | +12.7% | -19.4% | +32.1% | +18.8% |
| 6M | +19.0% | +11.1% | +7.9% | +12.0% |
| YTD | +55.6% | +59.5% | -4.0% | +28.2% |
| 1Y | +49.5% | +85.8% | -36.2% | +17.1% |
| 3Y | +43.2% | +311.9% | -268.7% | -18.2% |
| 5Y | +111.8% | +963.2% | -851.4% | -14.7% |
| 10Y | +140.4% | +977.6% | -837.3% | -16.8% |
| All | +5,040.0% | +957.9% | +4,082.1% | +1,364.3% |
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