+311.9%
ATI vs RIO
+51.7%
+260.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +4.2% | -0.9% | +5.1% | +4.7% |
| 30D | -2.5% | -9.1% | +6.6% | +2.2% |
| 3M | -19.4% | -13.7% | -5.7% | -13.5% |
| 6M | +11.1% | -24.3% | +35.4% | +26.8% |
| YTD | +59.5% | +8.9% | +50.7% | +53.5% |
| 1Y | +85.8% | +22.7% | +63.1% | +69.7% |
| 3Y | +311.9% | +51.2% | +260.7% | +237.6% |
| All | +311.9% | +51.7% | +260.2% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling