+77.6%
XOP vs ATI
+241.3%
-163.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.4% |
| 7D | +6.3% | +4.2% | +2.2% | +4.5% |
| 30D | -6.6% | -2.5% | -4.1% | -6.7% |
| 3M | +3.6% | -19.4% | +23.0% | +11.0% |
| 6M | +10.8% | +11.1% | -0.3% | +2.2% |
| YTD | +48.3% | +59.5% | -11.3% | +14.4% |
| 1Y | +42.9% | +85.8% | -42.8% | +3.1% |
| 3Y | +43.3% | +311.9% | -268.6% | -31.6% |
| 5Y | +94.0% | +963.2% | -869.3% | -41.9% |
| 10Y | +53.7% | +977.6% | -923.9% | -62.3% |
| All | +77.6% | +241.3% | -163.8% | -56.0% |
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 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