+139.9%
XLC vs ATI
+648.3%
-508.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +2.4% | -3.8% | -1.8% |
| 30D | -0.9% | -9.5% | +8.6% | +0.7% |
| 3M | -0.3% | +10.4% | -10.7% | -2.5% |
| 6M | -5.2% | +31.8% | -37.0% | -10.4% |
| YTD | -5.3% | +80.0% | -85.3% | -15.5% |
| 1Y | -2.8% | +175.8% | -178.6% | -20.0% |
| 3Y | +71.2% | +364.2% | -293.0% | +24.3% |
| 5Y | +37.6% | +1,076.9% | -1,039.3% | -16.8% |
| All | +139.9% | +648.3% | -508.5% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling