+134.0%
XLC vs ATI
+562.0%
-428.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +6.2% | +1.3% | +4.9% | +5.9% |
| 30D | -2.4% | -4.8% | +2.4% | -1.8% |
| 3M | -3.3% | -19.9% | +16.6% | -0.1% |
| 6M | -7.3% | +15.4% | -22.7% | -10.6% |
| YTD | -7.6% | +59.2% | -66.8% | -16.2% |
| 1Y | -3.7% | +86.3% | -90.0% | -15.1% |
| 3Y | +62.9% | +318.2% | -255.3% | +20.0% |
| 5Y | +41.6% | +958.6% | -917.0% | -12.9% |
| All | +134.0% | +562.0% | -428.0% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling