+37.8%
XLC vs ATI
+1,101.9%
-1,064.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +0.6% | +3.2% | -2.6% | 0.0% |
| 30D | +0.2% | -9.0% | +9.2% | +1.8% |
| 3M | +0.6% | +15.1% | -14.4% | -2.4% |
| 6M | -4.5% | +38.1% | -42.6% | -11.0% |
| YTD | -4.7% | +80.7% | -85.4% | -15.8% |
| 1Y | -1.7% | +167.5% | -169.2% | -20.0% |
| 3Y | +72.3% | +366.0% | -293.7% | +19.2% |
| 5Y | +37.8% | +1,088.8% | -1,051.0% | -21.1% |
| All | +37.8% | +1,101.9% | -1,064.1% | -21.1% |
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 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