+15,047.8%
VLO vs ATI
+1,117.2%
+13,930.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.0% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +22.6% | +2.7% | +19.9% | +21.1% |
| 3M | +43.8% | +16.3% | +27.5% | +35.3% |
| 6M | +65.7% | +30.2% | +35.6% | +47.0% |
| YTD | +131.1% | +83.6% | +47.5% | +82.2% |
| 1Y | +143.6% | +173.0% | -29.4% | +66.7% |
| 3Y | +201.4% | +356.6% | -155.3% | +64.0% |
| 5Y | +568.9% | +1,074.2% | -505.3% | +151.5% |
| 10Y | +891.8% | +1,136.2% | -244.4% | +215.7% |
| All | +15,047.8% | +1,117.2% | +13,930.7% | +3,785.1% |
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