+124.6%
XLP vs ATI
+1,108.2%
-983.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.6% |
| 7D | +0.7% | +6.2% | -5.4% | +0.2% |
| 30D | +10.3% | -7.1% | +17.3% | +10.7% |
| 3M | +6.5% | -21.3% | +27.9% | +8.4% |
| 6M | +8.4% | +6.5% | +1.9% | +7.1% |
| YTD | +18.2% | +53.2% | -35.0% | +12.7% |
| 1Y | +22.4% | +82.7% | -60.3% | +14.8% |
| 3Y | +41.9% | +314.3% | -272.4% | +20.6% |
| 5Y | +40.9% | +890.9% | -850.1% | +8.0% |
| All | +124.6% | +1,108.2% | -983.6% | +65.2% |
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