+148.7%
XLK vs ATI
+1,029.4%
-880.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.2% | -5.6% | +5.8% | +1.7% |
| 30D | -0.6% | -13.7% | +13.1% | +3.2% |
| 3M | +2.6% | -0.4% | +2.9% | +2.4% |
| 6M | +34.0% | +26.2% | +7.7% | +25.1% |
| YTD | +30.7% | +73.2% | -42.5% | +12.2% |
| 1Y | +39.2% | +161.6% | -122.4% | +7.1% |
| 3Y | +120.4% | +346.2% | -225.8% | +42.9% |
| All | +148.7% | +1,029.4% | -880.7% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling