+1,141.3%
ATI vs RBA
+2,478.9%
-1,337.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | -0.1% | -2.9% | +2.9% | +1.4% |
| 30D | +2.7% | -12.3% | +15.0% | +8.9% |
| 3M | +16.3% | -20.5% | +36.8% | +27.5% |
| 6M | +30.2% | -18.5% | +48.7% | +40.6% |
| YTD | +83.6% | -18.2% | +101.8% | +96.0% |
| 1Y | +173.0% | -27.5% | +200.5% | +209.1% |
| 3Y | +356.6% | +38.1% | +318.6% | +264.1% |
| 5Y | +1,074.2% | +44.8% | +1,029.4% | +772.3% |
| 10Y | +1,136.2% | +187.1% | +949.1% | +508.0% |
| All | +1,141.3% | +2,478.9% | -1,337.6% | +204.0% |
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