+99.9%
VLO vs ATI
+85.0%
+14.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.8% |
| 7D | -9.5% | +1.3% | -10.9% | -9.4% |
| 30D | -19.1% | -4.8% | -14.4% | -19.6% |
| 3M | +11.4% | -19.9% | +31.3% | +7.5% |
| 6M | +46.7% | +15.4% | +31.4% | +54.1% |
| YTD | +118.6% | +59.2% | +59.4% | +119.0% |
| 1Y | +99.9% | +86.3% | +13.6% | +94.2% |
| All | +99.9% | +85.0% | +14.9% | +94.2% |
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