+217.7%
XLF vs ATI
+961.4%
-743.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.7% |
| 7D | +2.7% | +4.2% | -1.5% | +1.6% |
| 30D | +7.6% | -2.5% | +10.2% | +7.8% |
| 3M | +1.1% | -19.4% | +20.5% | +5.7% |
| 6M | +15.9% | +11.1% | +4.8% | +11.2% |
| YTD | +8.4% | +59.5% | -51.1% | -5.8% |
| 1Y | +12.5% | +85.8% | -73.3% | -6.1% |
| 3Y | +81.6% | +311.9% | -230.3% | +17.7% |
| 5Y | +59.3% | +963.2% | -904.0% | -22.7% |
| All | +217.7% | +961.4% | -743.7% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling