+42.7%
XLP vs ATI
+894.3%
-851.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -0.5% |
| 7D | +3.5% | -3.8% | +7.3% | +3.6% |
| 30D | +11.6% | -13.5% | +25.1% | +12.3% |
| 3M | +7.6% | -17.9% | +25.6% | +8.5% |
| 6M | +10.0% | +8.4% | +1.7% | +8.6% |
| YTD | +19.7% | +46.7% | -27.0% | +15.4% |
| 1Y | +23.5% | +74.5% | -51.0% | +17.5% |
| 3Y | +44.0% | +303.7% | -259.7% | +24.0% |
| 5Y | +42.7% | +848.9% | -806.2% | +11.4% |
| All | +42.7% | +894.3% | -851.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling