+170.4%
ATI vs RGEN
+39.4%
+131.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +2.4% | -4.6% | +7.0% | +3.3% |
| 30D | -9.5% | +1.2% | -10.6% | -9.9% |
| 3M | +10.4% | +26.8% | -16.5% | +3.5% |
| 6M | +31.8% | +29.1% | +2.7% | +21.5% |
| YTD | +80.0% | +0.7% | +79.2% | +74.8% |
| All | +170.4% | +39.4% | +131.0% | +136.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling