+132.2%
XRT vs ATI
+1,002.4%
-870.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | -0.4% | +13.0% | -13.4% | -3.5% |
| 30D | +7.5% | +0.2% | +7.3% | +6.9% |
| 3M | +2.3% | -17.5% | +19.8% | +6.5% |
| 6M | +12.8% | +18.1% | -5.3% | +6.3% |
| YTD | +7.1% | +65.7% | -58.7% | -8.2% |
| 1Y | +12.3% | +91.9% | -79.7% | -7.4% |
| 3Y | +57.0% | +335.2% | -278.2% | +0.2% |
| 5Y | -4.3% | +1,004.3% | -1,008.6% | -53.1% |
| All | +132.2% | +1,002.4% | -870.1% | +3.0% |
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 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