+950.8%
XLK vs ATI
+1,097.9%
-147.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.3% | +3.2% | -0.9% | +1.6% |
| 30D | -0.1% | -9.0% | +9.0% | +1.9% |
| 3M | +2.1% | +15.1% | -13.0% | -1.1% |
| 6M | +37.2% | +38.1% | -1.0% | +27.4% |
| YTD | +30.8% | +80.7% | -49.8% | +14.6% |
| 1Y | +42.6% | +167.5% | -124.9% | +14.6% |
| 3Y | +121.8% | +366.0% | -244.2% | +54.6% |
| 5Y | +145.7% | +1,088.8% | -943.1% | +37.4% |
| 10Y | +782.1% | +1,055.0% | -272.9% | +329.4% |
| All | +950.8% | +1,097.9% | -147.1% | +226.8% |
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