+717.1%
VLO vs ATI
+1,024.4%
-307.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -9.5% | +1.3% | -10.9% | -10.0% |
| 30D | -19.1% | -4.8% | -14.4% | -18.4% |
| 3M | +11.4% | -19.9% | +31.3% | +18.8% |
| 6M | +46.7% | +15.4% | +31.4% | +35.7% |
| YTD | +118.6% | +59.2% | +59.4% | +75.0% |
| 1Y | +99.9% | +86.3% | +13.6% | +50.4% |
| 3Y | +210.5% | +318.2% | -107.7% | +59.0% |
| 5Y | +432.7% | +958.6% | -526.0% | +74.6% |
| 10Y | +717.1% | +996.8% | -279.6% | +130.9% |
| All | +717.1% | +1,024.4% | -307.3% | +130.9% |
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