+1,141.3%
ATI vs RGEN
+3,523.8%
-2,382.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.1% |
| 7D | -0.1% | -4.9% | +4.9% | +0.6% |
| 30D | +2.7% | +5.7% | -3.0% | +1.8% |
| 3M | +16.3% | +32.4% | -16.1% | +11.4% |
| 6M | +30.2% | +33.2% | -3.0% | +24.4% |
| YTD | +83.6% | +2.3% | +81.3% | +81.5% |
| 1Y | +173.0% | +39.0% | +134.0% | +158.5% |
| 3Y | +356.6% | -4.6% | +361.3% | +345.2% |
| 5Y | +1,074.2% | -42.7% | +1,116.9% | +1,084.9% |
| 10Y | +1,136.2% | +433.6% | +702.6% | +814.3% |
| All | +1,141.3% | +3,523.8% | -2,382.5% | +503.9% |
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