+930.3%
ATI vs RJF
+326.9%
+603.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.4% |
| 7D | +4.2% | +3.6% | +0.6% | +1.3% |
| 30D | -2.5% | +7.2% | -9.8% | -8.0% |
| 3M | -19.4% | -6.5% | -12.9% | -15.5% |
| 6M | +11.1% | +10.3% | +0.8% | +0.9% |
| YTD | +59.5% | +6.5% | +53.0% | +46.7% |
| 1Y | +85.8% | +6.1% | +79.6% | +71.0% |
| 3Y | +311.9% | +74.9% | +237.0% | +141.6% |
| 5Y | +963.2% | +81.3% | +881.9% | +467.4% |
| All | +930.3% | +326.9% | +603.4% | +134.7% |
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