+3.6%
XLY vs ATI
+86.4%
-82.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +4.9% | +4.4% |
| 7D | +6.1% | +8.3% | -2.3% | +4.7% |
| 30D | +10.8% | -7.3% | +18.0% | +11.8% |
| 3M | +3.6% | -10.5% | +14.2% | +4.7% |
| 6M | +4.4% | +16.4% | -12.0% | -1.3% |
| YTD | +3.1% | +56.1% | -53.0% | -9.0% |
| 1Y | +3.6% | +86.5% | -82.9% | -15.1% |
| All | +3.6% | +86.4% | -82.8% | -15.1% |
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