+588.9%
XLP vs ATI
+872.7%
-283.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -0.2% |
| 7D | +3.5% | -3.8% | +7.3% | +3.8% |
| 30D | +11.6% | -13.5% | +25.1% | +12.9% |
| 3M | +7.6% | -17.9% | +25.6% | +9.3% |
| 6M | +10.0% | +8.4% | +1.7% | +8.3% |
| YTD | +19.7% | +46.7% | -27.0% | +14.0% |
| 1Y | +23.5% | +74.5% | -51.0% | +15.5% |
| 3Y | +44.0% | +303.7% | -259.7% | +21.1% |
| 5Y | +42.7% | +848.9% | -806.2% | +8.1% |
| 10Y | +131.3% | +1,089.7% | -958.3% | +58.3% |
| All | +588.9% | +872.7% | -283.8% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling