+61.0%
XLC vs ATI
+320.9%
-259.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.1% |
| 7D | +4.9% | +6.2% | -1.3% | +4.1% |
| 30D | -5.8% | -7.1% | +1.3% | -5.1% |
| 3M | -5.4% | -21.3% | +15.9% | -2.8% |
| 6M | -10.2% | +6.5% | -16.7% | -11.9% |
| YTD | -10.2% | +53.2% | -63.4% | -16.9% |
| 1Y | -5.6% | +82.7% | -88.3% | -15.2% |
| 3Y | +61.0% | +314.3% | -253.3% | +23.1% |
| All | +61.0% | +320.9% | -259.9% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling