+4,952.4%
EOG vs ATI
+998.8%
+3,953.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | +7.4% | +13.0% | -5.6% | +3.4% |
| 30D | +2.3% | +0.2% | +2.1% | +1.4% |
| 3M | +9.5% | -17.5% | +26.9% | +14.6% |
| 6M | +17.7% | +18.1% | -0.4% | +8.7% |
| YTD | +52.9% | +65.7% | -12.8% | +24.6% |
| 1Y | +47.7% | +91.9% | -44.3% | +14.6% |
| 3Y | +41.1% | +335.2% | -294.1% | -20.7% |
| 5Y | +108.2% | +1,004.3% | -896.1% | -17.1% |
| 10Y | +136.3% | +1,019.2% | -883.0% | -19.1% |
| All | +4,952.4% | +998.8% | +3,953.6% | +1,323.4% |
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 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