+19.8%
XBI vs ATI
+1,021.8%
-1,001.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.0% | -0.7% |
| 7D | -4.6% | -2.7% | -1.9% | -4.0% |
| 30D | -0.8% | -13.5% | +12.7% | +2.5% |
| 3M | +21.8% | +8.5% | +13.3% | +18.9% |
| 6M | +23.2% | +25.2% | -2.0% | +15.7% |
| YTD | +28.7% | +73.4% | -44.7% | +12.1% |
| 1Y | +67.8% | +160.5% | -92.7% | +32.6% |
| 3Y | +100.6% | +347.3% | -246.6% | +33.6% |
| 5Y | +19.8% | +1,049.0% | -1,029.1% | -34.1% |
| All | +19.8% | +1,021.8% | -1,001.9% | -34.1% |
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 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