+996.8%
ATI vs RL
+369.1%
+627.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +0.5% |
| 30D | -4.8% | +7.6% | -12.4% | -8.6% |
| 3M | -19.9% | -1.5% | -18.4% | -19.5% |
| 6M | +15.4% | +12.1% | +3.3% | +6.6% |
| YTD | +59.2% | +13.9% | +45.3% | +45.5% |
| 1Y | +86.3% | +20.7% | +65.6% | +64.4% |
| 3Y | +318.2% | +260.6% | +57.7% | +86.8% |
| 5Y | +958.6% | +248.9% | +709.8% | +353.7% |
| 10Y | +996.8% | +355.9% | +640.9% | +312.1% |
| All | +996.8% | +369.1% | +627.7% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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