+85.8%
ATI vs RL
+15.3%
+70.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.1% |
| 7D | +4.2% | +2.6% | +1.6% | +2.8% |
| 30D | -2.5% | +2.9% | -5.5% | -3.8% |
| 3M | -19.4% | 0.0% | -19.4% | -19.4% |
| 6M | +11.1% | +17.1% | -6.0% | +1.0% |
| YTD | +59.5% | +10.1% | +49.4% | +48.1% |
| 1Y | +85.8% | +17.3% | +68.4% | +66.8% |
| All | +85.8% | +15.3% | +70.5% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling