+883.9%
XLI vs ATI
+957.9%
-74.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.5% |
| 7D | +3.8% | +4.2% | -0.4% | +2.7% |
| 30D | +1.0% | -2.5% | +3.6% | +1.3% |
| 3M | -8.9% | -19.4% | +10.5% | -4.6% |
| 6M | -2.3% | +11.1% | -13.4% | -5.7% |
| YTD | +9.7% | +59.5% | -49.9% | -3.3% |
| 1Y | +12.3% | +85.8% | -73.5% | -4.6% |
| 3Y | +71.5% | +311.9% | -240.4% | +16.0% |
| 5Y | +70.2% | +963.2% | -893.1% | -10.9% |
| 10Y | +227.5% | +977.6% | -750.2% | +48.2% |
| All | +883.9% | +957.9% | -74.0% | +213.1% |
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