+1.8%
SLB vs ATI
+334.9%
-333.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +2.6% | +13.0% | -10.4% | -0.4% |
| 30D | +4.4% | +0.2% | +4.2% | +4.0% |
| 3M | -2.7% | -17.5% | +14.7% | +1.6% |
| 6M | -7.5% | +18.1% | -25.6% | -12.8% |
| YTD | +34.8% | +65.7% | -30.9% | +15.0% |
| 1Y | +44.6% | +91.9% | -47.3% | +18.3% |
| All | +1.8% | +334.9% | -333.0% | -35.1% |
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