+298.8%
ATI vs RBRK
+124.5%
+174.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -5.6% | -7.5% | +1.9% | -4.8% |
| 30D | -13.7% | -10.4% | -3.3% | -12.9% |
| 3M | -0.4% | +21.3% | -21.6% | -3.4% |
| 6M | +26.2% | +50.6% | -24.4% | +18.3% |
| YTD | +73.2% | +13.3% | +59.9% | +68.7% |
| 1Y | +161.6% | +11.2% | +150.4% | +153.2% |
| All | +298.8% | +124.5% | +174.3% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling