+173.0%
ATI vs RJF
+7.8%
+165.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.3% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +2.7% | -1.3% | +4.0% | +2.9% |
| 3M | +16.3% | +18.9% | -2.6% | +12.2% |
| 6M | +30.2% | +15.0% | +15.1% | +25.5% |
| YTD | +83.6% | +12.2% | +71.3% | +75.5% |
| 1Y | +173.0% | +5.6% | +167.4% | +162.4% |
| All | +173.0% | +7.8% | +165.2% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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