+715.2%
XLB vs ATI
+968.1%
-252.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.2% | +0.5% |
| 7D | -1.4% | +6.0% | -7.4% | -3.1% |
| 30D | +7.1% | -3.6% | +10.7% | +7.6% |
| 3M | +0.6% | -18.9% | +19.5% | +5.7% |
| 6M | +3.5% | +16.7% | -13.2% | -2.6% |
| YTD | +18.2% | +61.1% | -42.8% | +0.8% |
| 1Y | +25.6% | +89.3% | -63.7% | +2.2% |
| 3Y | +46.7% | +333.3% | -286.6% | -10.5% |
| 5Y | +30.9% | +954.5% | -923.6% | -40.4% |
| 10Y | +167.7% | +1,067.0% | -899.2% | -2.3% |
| All | +715.2% | +968.1% | -252.9% | +109.0% |
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