-5.8%
XLC vs ATI
+86.4%
-92.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +1.8% | +8.3% | -6.6% | +1.3% |
| 30D | -6.0% | -7.3% | +1.3% | -5.6% |
| 3M | -6.0% | -10.5% | +4.5% | -5.7% |
| 6M | -9.1% | +16.4% | -25.4% | -11.5% |
| YTD | -10.0% | +56.1% | -66.1% | -14.1% |
| 1Y | -5.8% | +86.5% | -92.3% | -13.6% |
| All | -5.8% | +86.4% | -92.2% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling