+41.9%
XLP vs ATI
+320.9%
-279.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.3% |
| 7D | +0.7% | +6.2% | -5.4% | +0.8% |
| 30D | +10.3% | -7.1% | +17.3% | +10.2% |
| 3M | +6.5% | -21.3% | +27.9% | +6.6% |
| 6M | +8.4% | +6.5% | +1.9% | +7.9% |
| YTD | +18.2% | +53.2% | -35.0% | +16.6% |
| 1Y | +22.4% | +82.7% | -60.3% | +20.3% |
| 3Y | +41.9% | +314.3% | -272.4% | +35.5% |
| All | +41.9% | +320.9% | -279.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling