+790.3%
VLO vs ATI
+961.4%
-171.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.6% |
| 7D | +9.6% | +4.2% | +5.5% | +8.1% |
| 30D | -17.4% | -2.5% | -14.9% | -17.3% |
| 3M | +10.8% | -19.4% | +30.2% | +17.9% |
| 6M | +56.9% | +11.1% | +45.9% | +47.1% |
| YTD | +136.8% | +59.5% | +77.2% | +89.3% |
| 1Y | +120.7% | +85.8% | +34.9% | +66.2% |
| 3Y | +231.9% | +311.9% | -80.0% | +70.9% |
| 5Y | +479.0% | +963.2% | -484.2% | +89.2% |
| All | +790.3% | +961.4% | -171.1% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling