+935.8%
ATI vs RBA
+2,787.0%
-1,851.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.8% | +5.1% |
| 7D | +6.2% | +4.3% | +1.9% | +4.0% |
| 30D | -7.1% | +16.3% | -23.4% | -14.1% |
| 3M | -21.3% | +1.3% | -22.6% | -22.6% |
| 6M | +6.5% | -11.1% | +17.6% | +9.7% |
| YTD | +53.2% | -8.5% | +61.6% | +53.9% |
| 1Y | +82.7% | -2.1% | +84.8% | +77.5% |
| 3Y | +314.3% | +44.6% | +269.7% | +222.1% |
| 5Y | +890.9% | +36.8% | +854.1% | +658.6% |
| 10Y | +1,142.3% | +227.3% | +915.0% | +467.9% |
| All | +935.8% | +2,787.0% | -1,851.1% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling