+36.5%
XLB vs ATI
+1,101.9%
-1,065.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -0.2% | +3.2% | -3.4% | -1.0% |
| 30D | -1.7% | -9.0% | +7.3% | +0.3% |
| 3M | +4.4% | +15.1% | -10.7% | +0.4% |
| 6M | +5.0% | +38.1% | -33.1% | -3.7% |
| YTD | +15.5% | +80.7% | -65.2% | -0.7% |
| 1Y | +14.9% | +167.5% | -152.6% | -10.3% |
| 3Y | +34.5% | +366.0% | -331.5% | -12.7% |
| 5Y | +36.5% | +1,088.8% | -1,052.2% | -27.2% |
| All | +36.5% | +1,101.9% | -1,065.3% | -27.2% |
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