+1,222.8%
ATI vs RACE
+658.9%
+563.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.2% |
| 7D | +6.2% | +5.1% | +1.1% | +3.3% |
| 30D | -7.1% | +7.7% | -14.8% | -10.7% |
| 3M | -21.3% | +2.2% | -23.5% | -22.6% |
| 6M | +6.5% | +23.8% | -17.3% | -6.8% |
| YTD | +53.2% | +13.9% | +39.3% | +39.2% |
| 1Y | +82.7% | +3.8% | +78.9% | +74.6% |
| 3Y | +314.3% | +28.0% | +286.3% | +233.3% |
| 5Y | +890.9% | +64.9% | +826.0% | +562.8% |
| 10Y | +1,142.3% | +780.4% | +362.0% | +143.3% |
| All | +1,222.8% | +658.9% | +563.9% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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