+86.5%
ATI vs RBRK
+62.9%
+23.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | +8.3% | -12.5% | +20.8% | +8.5% |
| 30D | -7.3% | -3.0% | -4.2% | -7.2% |
| 3M | -10.5% | +46.9% | -57.4% | -10.7% |
| 6M | +16.4% | +105.4% | -89.0% | +16.0% |
| YTD | +56.1% | +55.6% | +0.5% | +56.8% |
| 1Y | +86.5% | +63.9% | +22.6% | +86.8% |
| All | +86.5% | +62.9% | +23.6% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling