+1,141.3%
ATI vs RIO
+2,162.5%
-1,021.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | -0.1% | 0.0% | 0.0% | 0.0% |
| 30D | +2.7% | +4.0% | -1.3% | -0.4% |
| 3M | +16.3% | +0.1% | +16.2% | +15.4% |
| 6M | +30.2% | +12.7% | +17.5% | +19.2% |
| YTD | +83.6% | +35.6% | +48.0% | +47.2% |
| 1Y | +173.0% | +73.7% | +99.3% | +84.5% |
| 3Y | +356.6% | +93.3% | +263.3% | +177.9% |
| 5Y | +1,074.2% | +92.4% | +981.8% | +585.6% |
| 10Y | +1,136.2% | +606.9% | +529.3% | +207.7% |
| All | +1,141.3% | +2,162.5% | -1,021.2% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling