+160.6%
XOP vs ATI
+1,086.3%
-925.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +1.0% | +2.4% | -1.4% | +0.3% |
| 30D | +10.8% | -9.5% | +20.3% | +13.4% |
| 3M | +19.5% | +10.4% | +9.1% | +15.4% |
| 6M | +21.6% | +31.8% | -10.2% | +10.1% |
| YTD | +55.8% | +80.0% | -24.1% | +27.2% |
| 1Y | +54.6% | +175.8% | -121.2% | +8.9% |
| 3Y | +36.6% | +364.2% | -327.6% | -24.2% |
| 5Y | +160.6% | +1,076.9% | -916.2% | +2.2% |
| All | +160.6% | +1,086.3% | -925.7% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling