+930.3%
ATI vs RL
+337.1%
+593.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.1% |
| 7D | +4.2% | +2.6% | +1.6% | +2.7% |
| 30D | -2.5% | +2.9% | -5.5% | -4.1% |
| 3M | -19.4% | 0.0% | -19.4% | -19.7% |
| 6M | +11.1% | +17.1% | -6.0% | +0.3% |
| YTD | +59.5% | +10.1% | +49.4% | +48.5% |
| 1Y | +85.8% | +17.3% | +68.4% | +66.5% |
| 3Y | +311.9% | +249.3% | +62.6% | +87.5% |
| 5Y | +963.2% | +240.9% | +722.3% | +361.7% |
| All | +930.3% | +337.1% | +593.3% | +301.1% |
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