+395.3%
XLF vs ATI
+1,097.9%
-702.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +0.2% | +3.2% | -3.0% | -0.7% |
| 30D | -0.5% | -9.0% | +8.5% | +1.9% |
| 3M | +10.6% | +15.1% | -4.4% | +5.7% |
| 6M | +14.3% | +38.1% | -23.8% | +3.0% |
| YTD | +5.5% | +80.7% | -75.1% | -12.0% |
| 1Y | +9.6% | +167.5% | -157.9% | -18.6% |
| 3Y | +75.2% | +366.0% | -290.8% | +6.6% |
| 5Y | +65.5% | +1,088.8% | -1,023.2% | -25.7% |
| 10Y | +246.4% | +1,055.0% | -808.5% | +31.9% |
| All | +395.3% | +1,097.9% | -702.6% | +30.5% |
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