+192.9%
XOM vs ATI
+1,154.1%
-961.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.1% | -5.6% | +9.7% | +5.4% |
| 30D | +4.6% | -13.7% | +18.3% | +8.0% |
| 3M | +14.0% | -0.4% | +14.3% | +13.3% |
| 6M | +11.0% | +26.2% | -15.3% | +2.9% |
| YTD | +40.7% | +73.2% | -32.5% | +20.2% |
| 1Y | +52.3% | +161.6% | -109.3% | +16.6% |
| 3Y | +60.5% | +346.2% | -285.7% | +1.5% |
| 5Y | +266.4% | +1,047.6% | -781.2% | +71.4% |
| All | +192.9% | +1,154.1% | -961.2% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling