+14,761.4%
VLO vs ATI
+983.6%
+13,777.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.8% |
| 7D | -0.4% | +4.7% | -5.2% | -2.0% |
| 30D | -16.6% | -0.2% | -16.3% | -17.1% |
| 3M | +12.3% | -18.5% | +30.8% | +18.7% |
| 6M | +47.8% | +16.4% | +31.5% | +37.2% |
| YTD | +126.7% | +63.4% | +63.3% | +83.9% |
| 1Y | +105.4% | +91.5% | +13.8% | +57.6% |
| 3Y | +222.0% | +329.2% | -107.3% | +77.6% |
| 5Y | +449.8% | +966.7% | -516.9% | +112.5% |
| 10Y | +754.3% | +1,003.8% | -249.4% | +183.9% |
| All | +14,761.4% | +983.6% | +13,777.9% | +3,822.0% |
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 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