+32.9%
XLV vs ATI
+86.4%
-53.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +5.5% | +8.3% | -2.8% | +5.1% |
| 30D | +13.3% | -7.3% | +20.6% | +13.6% |
| 3M | +17.4% | -10.5% | +28.0% | +17.7% |
| 6M | +32.1% | +16.4% | +15.8% | +26.6% |
| YTD | +24.0% | +56.1% | -32.0% | +12.7% |
| 1Y | +32.9% | +86.5% | -53.6% | +14.4% |
| All | +32.9% | +86.4% | -53.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling