+970.1%
ATI vs RBA
+204.3%
+765.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | +13.0% | -0.5% | +13.5% | +13.2% |
| 30D | +0.2% | +6.8% | -6.7% | -2.9% |
| 3M | -17.5% | +9.5% | -26.9% | -21.2% |
| 6M | +18.1% | -8.2% | +26.3% | +19.7% |
| YTD | +65.7% | -7.7% | +73.4% | +65.7% |
| 1Y | +91.9% | -6.9% | +98.8% | +91.2% |
| 3Y | +335.2% | +61.6% | +273.6% | +227.8% |
| 5Y | +1,004.3% | +44.7% | +959.6% | +743.1% |
| All | +970.1% | +204.3% | +765.8% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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