+1,090.2%
ATI vs RJF
+429.3%
+661.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.6% | -2.7% | -2.9% | -3.5% |
| 30D | -13.7% | -4.3% | -9.5% | -10.9% |
| 3M | -0.4% | +15.7% | -16.1% | -12.3% |
| 6M | +26.2% | +17.8% | +8.4% | +9.0% |
| YTD | +73.2% | +9.2% | +64.0% | +56.8% |
| 1Y | +161.6% | +2.8% | +158.8% | +147.3% |
| 3Y | +346.2% | +69.5% | +276.7% | +170.0% |
| 5Y | +1,047.6% | +105.9% | +941.7% | +447.1% |
| All | +1,090.2% | +429.3% | +661.0% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling