+778.9%
VLO vs ATI
+1,002.4%
-223.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | +6.8% | +13.0% | -6.2% | +2.3% |
| 30D | -17.9% | +0.2% | -18.0% | -18.5% |
| 3M | +13.5% | -17.5% | +31.0% | +20.0% |
| 6M | +53.0% | +18.1% | +34.9% | +40.4% |
| YTD | +133.7% | +65.7% | +68.0% | +84.6% |
| 1Y | +115.7% | +91.9% | +23.7% | +60.7% |
| 3Y | +231.9% | +335.2% | -103.3% | +67.6% |
| 5Y | +471.6% | +1,004.3% | -532.7% | +84.4% |
| All | +778.9% | +1,002.4% | -223.5% | +143.1% |
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 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