+75.9%
XOP vs ATI
+254.5%
-178.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | +5.2% | +13.0% | -7.8% | 0.0% |
| 30D | -8.4% | +0.2% | -8.5% | -9.4% |
| 3M | +2.9% | -17.5% | +20.4% | +9.4% |
| 6M | +8.8% | +18.1% | -9.3% | -2.0% |
| YTD | +46.9% | +65.7% | -18.8% | +11.7% |
| 1Y | +41.5% | +91.9% | -50.4% | +0.8% |
| 3Y | +43.1% | +335.2% | -292.1% | -33.2% |
| 5Y | +92.2% | +1,004.3% | -912.1% | -43.3% |
| 10Y | +52.3% | +1,019.2% | -966.9% | -63.2% |
| All | +75.9% | +254.5% | -178.6% | -57.1% |
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