+46.3%
LYB vs ATI
+1,154.1%
-1,107.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -5.6% | +5.9% | +2.2% |
| 30D | +2.5% | -13.7% | +16.2% | +7.4% |
| 3M | +1.4% | -0.4% | +1.7% | +0.4% |
| 6M | -3.5% | +26.2% | -29.7% | -14.4% |
| YTD | +52.0% | +73.2% | -21.2% | +19.2% |
| 1Y | +22.1% | +161.6% | -139.6% | -18.7% |
| 3Y | -22.8% | +346.2% | -368.9% | -60.8% |
| 5Y | -3.4% | +1,047.6% | -1,051.0% | -68.5% |
| All | +46.3% | +1,154.1% | -1,107.8% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling