+1,049.0%
ATI vs RJF
+101.5%
+947.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.0% |
| 7D | -2.7% | -4.2% | +1.5% | -0.3% |
| 30D | -13.5% | -3.6% | -9.9% | -11.8% |
| 3M | +8.5% | +15.6% | -7.1% | -1.0% |
| 6M | +25.2% | +17.6% | +7.6% | +12.7% |
| YTD | +73.4% | +9.2% | +64.2% | +61.5% |
| 1Y | +160.5% | +5.5% | +155.0% | +146.7% |
| 3Y | +347.3% | +70.3% | +277.0% | +211.2% |
| 5Y | +1,049.0% | +106.0% | +942.9% | +562.1% |
| All | +1,049.0% | +101.5% | +947.5% | +562.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling