+42.6%
OXY vs ATI
+81.3%
-38.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | -0.1% |
| 7D | +4.2% | +4.2% | +0.1% | +5.0% |
| 30D | -4.3% | -2.5% | -1.8% | -4.4% |
| 3M | +2.3% | -19.4% | +21.7% | -1.4% |
| 6M | +5.5% | +11.1% | -5.5% | +10.9% |
| YTD | +44.9% | +59.5% | -14.7% | +52.8% |
| 1Y | +42.6% | +85.8% | -43.2% | +49.0% |
| All | +42.6% | +81.3% | -38.7% | +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