+120.6%
VLO vs ATI
+86.4%
+34.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.9% |
| 7D | -6.0% | +8.3% | -14.3% | -4.8% |
| 30D | -12.9% | -7.3% | -5.6% | -13.7% |
| 3M | +18.3% | -10.5% | +28.9% | +16.8% |
| 6M | +46.4% | +16.4% | +30.1% | +54.5% |
| YTD | +127.7% | +56.1% | +71.7% | +129.5% |
| 1Y | +120.6% | +86.5% | +34.1% | +114.3% |
| All | +120.6% | +86.4% | +34.2% | +114.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling