+14.7%
XLF vs ATI
+86.4%
-71.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +5.5% | +8.3% | -2.9% | +4.8% |
| 30D | +9.9% | -7.3% | +17.1% | +10.3% |
| 3M | +2.6% | -10.5% | +13.2% | +3.2% |
| 6M | +15.6% | +16.4% | -0.8% | +12.3% |
| YTD | +9.4% | +56.1% | -46.6% | -0.4% |
| 1Y | +14.7% | +86.5% | -71.8% | -1.8% |
| All | +14.7% | +86.4% | -71.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling