+420.0%
VLO vs ATI
+871.8%
-451.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.2% |
| 7D | -13.3% | +6.2% | -19.5% | -14.4% |
| 30D | -18.3% | -7.1% | -11.2% | -17.4% |
| 3M | +14.3% | -21.3% | +35.7% | +19.4% |
| 6M | +47.6% | +6.5% | +41.1% | +43.2% |
| YTD | +116.0% | +53.2% | +62.8% | +87.5% |
| 1Y | +101.0% | +82.7% | +18.3% | +65.9% |
| 3Y | +199.0% | +314.3% | -115.3% | +85.0% |
| All | +420.0% | +871.8% | -451.8% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling