+7.8%
XLP vs ATI
+176.2%
-168.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.7% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -0.9% | +2.7% | -3.6% | -0.8% |
| 3M | +3.8% | +16.3% | -12.5% | +4.2% |
| 6M | -1.7% | +30.2% | -31.9% | -1.8% |
| YTD | +10.3% | +83.6% | -73.3% | +11.7% |
| 1Y | +7.8% | +173.0% | -165.2% | +11.8% |
| All | +7.8% | +176.2% | -168.4% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling