+141.6%
VLO vs ATI
+167.4%
-25.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.1% |
| 7D | +5.8% | +3.2% | +2.6% | +6.1% |
| 30D | +28.3% | -9.0% | +37.3% | +27.3% |
| 3M | +48.7% | +15.1% | +33.7% | +51.2% |
| 6M | +71.9% | +38.1% | +33.8% | +77.2% |
| YTD | +138.7% | +80.7% | +58.0% | +131.6% |
| All | +141.6% | +167.4% | -25.8% | +111.1% |
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 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