+1,182.9%
ATI vs RL
+311.4%
+871.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | +3.2% | +1.9% | +1.3% | +2.1% |
| 30D | -9.0% | -12.2% | +3.2% | -2.3% |
| 3M | +15.1% | -6.6% | +21.7% | +18.8% |
| 6M | +38.1% | +3.2% | +35.0% | +34.2% |
| YTD | +80.7% | -1.3% | +81.9% | +79.1% |
| 1Y | +167.5% | +13.6% | +153.9% | +144.0% |
| 3Y | +366.0% | +210.9% | +155.1% | +124.9% |
| 5Y | +1,088.8% | +246.9% | +841.9% | +397.2% |
| All | +1,182.9% | +311.4% | +871.5% | +380.5% |
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