+976.7%
ATI vs RGEN
+3,661.7%
-2,685.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | -4.8% | +0.1% | -4.8% | -4.7% |
| 3M | -19.9% | +6.6% | -26.6% | -20.9% |
| 6M | +15.4% | +40.9% | -25.6% | +9.2% |
| YTD | +59.2% | +6.2% | +53.0% | +56.3% |
| 1Y | +86.3% | +19.4% | +66.8% | +79.9% |
| 3Y | +318.2% | +17.9% | +300.3% | +297.8% |
| 5Y | +958.6% | -34.0% | +992.7% | +949.1% |
| 10Y | +996.8% | +453.9% | +542.9% | +705.4% |
| All | +976.7% | +3,661.7% | -2,685.1% | +420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling