+639.9%
LYB vs ATI
+318.5%
+321.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.9% |
| 7D | -0.7% | -2.7% | +2.0% | +0.1% |
| 30D | +1.5% | -13.5% | +15.0% | +6.3% |
| 3M | -0.3% | +8.5% | -8.8% | -4.4% |
| 6M | +0.1% | +25.2% | -25.1% | -10.9% |
| YTD | +53.4% | +73.4% | -20.0% | +20.8% |
| 1Y | +25.6% | +160.5% | -134.9% | -15.4% |
| 3Y | -21.3% | +347.3% | -368.6% | -59.2% |
| 5Y | -2.4% | +1,049.0% | -1,051.4% | -66.4% |
| 10Y | +48.8% | +1,131.4% | -1,082.7% | -57.9% |
| All | +639.9% | +318.5% | +321.3% | +173.1% |
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