+120.7%
VLO vs ATI
+81.3%
+39.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +0.9% |
| 7D | +9.6% | +4.2% | +5.5% | +10.1% |
| 30D | -17.4% | -2.5% | -14.9% | -17.6% |
| 3M | +10.8% | -19.4% | +30.2% | +7.1% |
| 6M | +56.9% | +11.1% | +45.9% | +63.5% |
| YTD | +136.8% | +59.5% | +77.2% | +136.9% |
| 1Y | +120.7% | +85.8% | +34.9% | +116.5% |
| All | +120.7% | +81.3% | +39.4% | +116.5% |
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