+33.6%
XLY vs ATI
+341.0%
-307.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -5.6% | +3.9% | -0.4% |
| 30D | -4.2% | -13.7% | +9.6% | -1.1% |
| 3M | -2.7% | -0.4% | -2.3% | -3.2% |
| 6M | -0.6% | +26.2% | -26.9% | -7.2% |
| YTD | -5.0% | +73.2% | -78.2% | -18.0% |
| 1Y | -4.1% | +161.6% | -165.7% | -25.7% |
| 3Y | +33.6% | +346.2% | -312.6% | -12.5% |
| All | +33.6% | +341.0% | -307.4% | -12.5% |
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