+1,088.8%
ATI vs RBA
+44.6%
+1,044.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | +3.2% | -1.1% | +4.2% | +3.5% |
| 30D | -9.0% | -13.2% | +4.2% | -5.1% |
| 3M | +15.1% | -21.4% | +36.4% | +22.3% |
| 6M | +38.1% | -20.9% | +59.0% | +46.3% |
| YTD | +80.7% | -19.9% | +100.5% | +88.9% |
| 1Y | +167.5% | -28.7% | +196.2% | +191.4% |
| 3Y | +366.0% | +27.4% | +338.6% | +316.5% |
| 5Y | +1,088.8% | +41.7% | +1,047.0% | +893.5% |
| All | +1,088.8% | +44.6% | +1,044.2% | +893.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling