+45.9%
OXY vs ATI
+86.4%
-40.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -5.3% |
| 7D | -8.8% | +8.3% | -17.1% | -7.2% |
| 30D | -1.7% | -7.3% | +5.6% | -2.7% |
| 3M | +4.5% | -10.5% | +15.1% | +3.1% |
| 6M | -4.0% | +16.4% | -20.4% | +2.3% |
| YTD | +41.4% | +56.1% | -14.7% | +48.2% |
| 1Y | +45.9% | +86.5% | -40.6% | +49.0% |
| All | +45.9% | +86.4% | -40.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling