+128.8%
XLP vs ATI
+1,119.3%
-990.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.5% |
| 7D | +0.1% | +6.0% | -5.9% | -0.4% |
| 30D | +8.9% | -3.6% | +12.6% | +9.1% |
| 3M | +7.5% | -18.9% | +26.3% | +9.1% |
| 6M | +9.4% | +16.7% | -7.3% | +7.2% |
| YTD | +19.3% | +61.1% | -41.8% | +13.2% |
| 1Y | +21.7% | +89.3% | -67.6% | +13.8% |
| 3Y | +44.0% | +333.3% | -289.3% | +21.7% |
| 5Y | +42.8% | +954.5% | -911.7% | +8.6% |
| 10Y | +128.8% | +1,067.0% | -938.2% | +65.1% |
| All | +128.8% | +1,119.3% | -990.5% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling