+82.5%
XOP vs ATI
+292.7%
-210.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -2.1% |
| 7D | +2.6% | -0.1% | +2.6% | +2.5% |
| 30D | +15.4% | +2.7% | +12.7% | +13.6% |
| 3M | +12.1% | +16.3% | -4.3% | +3.6% |
| 6M | +19.7% | +30.2% | -10.5% | +2.8% |
| YTD | +52.4% | +83.6% | -31.2% | +12.8% |
| 1Y | +47.6% | +173.0% | -125.4% | -8.7% |
| 3Y | +34.4% | +356.6% | -322.3% | -37.8% |
| 5Y | +154.4% | +1,074.2% | -919.8% | -26.1% |
| 10Y | +54.7% | +1,136.2% | -1,081.5% | -64.2% |
| All | +82.5% | +292.7% | -210.2% | -56.7% |
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