+79.6%
XOM vs ATI
+318.7%
-239.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.6% |
| 7D | +2.8% | +4.2% | -1.3% | +2.7% |
| 30D | -3.6% | -2.5% | -1.1% | -3.5% |
| 3M | +8.2% | -19.4% | +27.7% | +9.2% |
| 6M | +14.0% | +11.1% | +3.0% | +12.9% |
| YTD | +44.6% | +59.5% | -14.9% | +37.0% |
| 1Y | +47.8% | +85.8% | -38.0% | +37.3% |
| 3Y | +79.6% | +311.9% | -232.3% | +48.9% |
| All | +79.6% | +318.7% | -239.1% | +48.9% |
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 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