+162.0%
OXY vs ATI
+1,021.8%
-859.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | +3.6% | -13.5% | +17.1% | +6.2% |
| 3M | +7.1% | +8.5% | -1.4% | +4.8% |
| 6M | +15.7% | +25.2% | -9.5% | +8.6% |
| YTD | +50.1% | +73.4% | -23.3% | +29.8% |
| 1Y | +34.1% | +160.5% | -126.4% | +3.8% |
| 3Y | -1.5% | +347.3% | -348.8% | -37.1% |
| 5Y | +162.0% | +1,049.0% | -887.0% | +23.8% |
| All | +162.0% | +1,021.8% | -859.8% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling