+124.8%
XRT vs ATI
+1,068.2%
-943.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | -6.9% | -9.5% | +2.5% | -4.7% |
| 3M | -0.4% | +10.4% | -10.8% | -3.6% |
| 6M | +2.2% | +31.8% | -29.6% | -6.0% |
| YTD | -0.7% | +80.0% | -80.7% | -15.9% |
| 1Y | -2.0% | +175.8% | -177.8% | -26.0% |
| 3Y | +41.0% | +364.2% | -323.2% | -10.5% |
| 5Y | -3.3% | +1,076.9% | -1,080.2% | -52.8% |
| 10Y | +124.8% | +1,178.1% | -1,053.3% | -3.4% |
| All | +124.8% | +1,068.2% | -943.4% | -3.4% |
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