+192.7%
VLO vs ATI
+361.7%
-169.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.5% |
| 7D | +5.8% | +3.2% | +2.6% | +5.3% |
| 30D | +28.3% | -9.0% | +37.3% | +29.9% |
| 3M | +48.7% | +15.1% | +33.7% | +45.1% |
| 6M | +71.9% | +38.1% | +33.8% | +61.0% |
| YTD | +138.7% | +80.7% | +58.0% | +109.5% |
| 1Y | +148.5% | +167.5% | -19.1% | +97.8% |
| 3Y | +192.7% | +366.0% | -173.3% | +110.0% |
| All | +192.7% | +361.7% | -169.1% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling