+73.0%
XLF vs ATI
+341.5%
-268.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | -1.6% | -13.5% | +11.9% | +0.5% |
| 3M | +9.3% | +8.5% | +0.7% | +7.4% |
| 6M | +14.6% | +25.2% | -10.6% | +9.5% |
| YTD | +4.7% | +73.4% | -68.7% | -5.7% |
| 1Y | +8.6% | +160.5% | -151.9% | -9.5% |
| All | +73.0% | +341.5% | -268.5% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling