+346.7%
ATI vs RJF
+69.1%
+277.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.1% |
| 7D | -2.7% | -4.2% | +1.5% | -0.5% |
| 30D | -13.5% | -3.6% | -9.9% | -11.8% |
| 3M | +8.5% | +15.6% | -7.1% | -0.6% |
| 6M | +25.2% | +17.6% | +7.6% | +13.1% |
| YTD | +73.4% | +9.2% | +64.2% | +61.5% |
| 1Y | +160.5% | +5.5% | +155.0% | +146.9% |
| All | +346.7% | +69.1% | +277.6% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling