+938.9%
VLO vs ATI
+1,068.2%
-129.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +6.2% | +2.4% | +3.8% | +5.3% |
| 30D | +23.5% | -9.5% | +33.0% | +27.5% |
| 3M | +53.9% | +10.4% | +43.5% | +47.0% |
| 6M | +81.7% | +31.8% | +49.9% | +59.6% |
| YTD | +142.5% | +80.0% | +62.5% | +89.1% |
| 1Y | +145.4% | +175.8% | -30.4% | +62.0% |
| 3Y | +197.3% | +364.2% | -166.9% | +50.7% |
| 5Y | +614.6% | +1,076.9% | -462.3% | +134.6% |
| 10Y | +938.9% | +1,178.1% | -239.2% | +182.4% |
| All | +938.9% | +1,068.2% | -129.3% | +182.4% |
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