+970.1%
ATI vs RGEN
+411.3%
+558.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.1% |
| 7D | +13.0% | -1.2% | +14.1% | +13.2% |
| 30D | +0.2% | -5.1% | +5.3% | +1.3% |
| 3M | -17.5% | +0.5% | -18.0% | -18.0% |
| 6M | +18.1% | +46.6% | -28.5% | +7.6% |
| YTD | +65.7% | +1.6% | +64.1% | +62.2% |
| 1Y | +91.9% | +5.4% | +86.5% | +86.4% |
| 3Y | +335.2% | +12.8% | +322.4% | +304.2% |
| 5Y | +1,004.3% | -35.6% | +1,039.9% | +980.5% |
| All | +970.1% | +411.3% | +558.9% | +450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling