+314.3%
ATI vs RBA
+42.3%
+272.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.8% | +4.7% |
| 7D | +6.2% | +4.3% | +1.9% | +5.1% |
| 30D | -7.1% | +16.3% | -23.4% | -10.5% |
| 3M | -21.3% | +1.3% | -22.6% | -21.7% |
| 6M | +6.5% | -11.1% | +17.6% | +8.4% |
| YTD | +53.2% | -8.5% | +61.6% | +52.7% |
| 1Y | +82.7% | -2.1% | +84.8% | +77.7% |
| 3Y | +314.3% | +44.6% | +269.7% | +287.5% |
| All | +314.3% | +42.3% | +272.0% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling