+513.3%
XRT vs ATI
+292.7%
+220.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -4.2% | +2.7% | -6.9% | -5.2% |
| 3M | +5.1% | +16.3% | -11.2% | +0.1% |
| 6M | +2.4% | +30.2% | -27.8% | -5.9% |
| YTD | +3.2% | +83.6% | -80.4% | -13.7% |
| 1Y | +1.5% | +173.0% | -171.5% | -24.1% |
| 3Y | +40.6% | +356.6% | -316.1% | -11.9% |
| 5Y | -1.0% | +1,074.2% | -1,075.2% | -53.3% |
| 10Y | +128.4% | +1,136.2% | -1,007.8% | -10.0% |
| All | +513.3% | +292.7% | +220.6% | +136.5% |
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