+0.7%
OXY vs ATI
+318.7%
-317.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.9% |
| 7D | +4.2% | +4.2% | +0.1% | +3.8% |
| 30D | -4.3% | -2.5% | -1.8% | -4.2% |
| 3M | +2.3% | -19.4% | +21.7% | +4.3% |
| 6M | +5.5% | +11.1% | -5.5% | +3.4% |
| YTD | +44.9% | +59.5% | -14.7% | +31.3% |
| 1Y | +42.6% | +85.8% | -43.2% | +25.0% |
| 3Y | +0.7% | +311.9% | -311.2% | -28.1% |
| All | +0.7% | +318.7% | -317.9% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling