+830.1%
XOM vs ATI
+1,117.2%
-287.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.3% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +5.9% | +2.7% | +3.2% | +5.0% |
| 3M | +5.6% | +16.3% | -10.8% | +1.4% |
| 6M | +7.9% | +30.2% | -22.3% | -0.1% |
| YTD | +35.2% | +83.6% | -48.4% | +15.9% |
| 1Y | +46.0% | +173.0% | -127.0% | +14.0% |
| 3Y | +55.0% | +356.6% | -301.6% | +3.6% |
| 5Y | +246.3% | +1,074.2% | -827.9% | +81.6% |
| 10Y | +181.0% | +1,136.2% | -955.2% | +29.2% |
| All | +830.1% | +1,117.2% | -287.1% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling