+130.8%
SLB vs ATI
+1,074.8%
-944.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.7% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +15.8% | +2.7% | +13.1% | +14.5% |
| 3M | -0.3% | +16.3% | -16.7% | -5.7% |
| 6M | +21.3% | +30.2% | -8.8% | +9.9% |
| YTD | +52.3% | +83.6% | -31.3% | +23.2% |
| 1Y | +63.6% | +173.0% | -109.4% | +15.6% |
| 3Y | +3.8% | +356.6% | -352.9% | -41.9% |
| All | +130.8% | +1,074.8% | -944.1% | -9.2% |
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