+14,477.0%
VLO vs ATI
+968.1%
+13,508.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +1.3% |
| 7D | -6.5% | +6.0% | -12.5% | -8.3% |
| 30D | -17.8% | -3.6% | -14.1% | -17.4% |
| 3M | +19.6% | -18.9% | +38.5% | +26.6% |
| 6M | +49.3% | +16.7% | +32.6% | +38.3% |
| YTD | +122.4% | +61.1% | +61.3% | +81.2% |
| 1Y | +107.4% | +89.3% | +18.1% | +59.7% |
| 3Y | +223.1% | +333.3% | -110.3% | +77.6% |
| 5Y | +432.2% | +954.5% | -522.3% | +106.4% |
| 10Y | +743.6% | +1,067.0% | -323.3% | +175.3% |
| All | +14,477.0% | +968.1% | +13,508.9% | +3,764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling