+54.8%
XOP vs ATI
+1,155.5%
-1,100.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.5% |
| 7D | +1.6% | -2.7% | +4.3% | +2.5% |
| 30D | +9.6% | -13.5% | +23.1% | +14.9% |
| 3M | +16.9% | +8.5% | +8.4% | +12.0% |
| 6M | +24.0% | +25.2% | -1.1% | +10.4% |
| YTD | +56.2% | +73.4% | -17.2% | +22.3% |
| 1Y | +51.8% | +160.5% | -108.7% | +0.8% |
| 3Y | +37.0% | +347.3% | -310.3% | -30.8% |
| 5Y | +163.4% | +1,049.0% | -885.6% | -13.3% |
| All | +54.8% | +1,155.5% | -1,100.7% | -53.2% |
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