+1,121.6%
ATI vs RJF
+4,493.2%
-3,371.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +3.2% | +1.8% | +1.4% | +2.0% |
| 30D | -9.0% | 0.0% | -9.0% | -9.1% |
| 3M | +15.1% | +18.0% | -2.9% | +2.8% |
| 6M | +38.1% | +17.0% | +21.2% | +23.7% |
| YTD | +80.7% | +11.1% | +69.5% | +65.5% |
| 1Y | +167.5% | +8.0% | +159.6% | +148.5% |
| 3Y | +366.0% | +73.3% | +292.7% | +217.1% |
| 5Y | +1,088.8% | +107.4% | +981.3% | +602.4% |
| 10Y | +1,055.0% | +428.5% | +626.5% | +303.8% |
| All | +1,121.6% | +4,493.2% | -3,371.6% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling