+35.8%
XLC vs ATI
+871.8%
-835.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.3% |
| 7D | +4.9% | +6.2% | -1.3% | +3.8% |
| 30D | -5.8% | -7.1% | +1.3% | -4.9% |
| 3M | -5.4% | -21.3% | +15.9% | -1.9% |
| 6M | -10.2% | +6.5% | -16.7% | -12.4% |
| YTD | -10.2% | +53.2% | -63.4% | -18.8% |
| 1Y | -5.6% | +82.7% | -88.3% | -17.7% |
| 3Y | +61.0% | +314.3% | -253.3% | +12.1% |
| All | +35.8% | +871.8% | -835.9% | -22.6% |
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 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