+1,065.5%
OXY vs ATI
+957.9%
+107.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.8% |
| 7D | +4.2% | +4.2% | +0.1% | +2.7% |
| 30D | -4.3% | -2.5% | -1.8% | -4.4% |
| 3M | +2.3% | -19.4% | +21.7% | +8.0% |
| 6M | +5.5% | +11.1% | -5.5% | -0.9% |
| YTD | +44.9% | +59.5% | -14.7% | +18.1% |
| 1Y | +42.6% | +85.8% | -43.2% | +10.2% |
| 3Y | +0.7% | +311.9% | -311.2% | -44.0% |
| 5Y | +96.9% | +963.2% | -866.4% | -24.6% |
| 10Y | +18.8% | +977.6% | -958.8% | -58.2% |
| All | +1,065.5% | +957.9% | +107.6% | +221.7% |
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