+86.3%
ATI vs RL
+22.6%
+63.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +0.6% |
| 30D | -4.8% | +7.6% | -12.4% | -8.0% |
| 3M | -19.9% | -1.5% | -18.4% | -19.4% |
| 6M | +15.4% | +12.1% | +3.3% | +8.0% |
| YTD | +59.2% | +13.9% | +45.3% | +45.4% |
| 1Y | +86.3% | +20.7% | +65.6% | +66.3% |
| All | +86.3% | +22.6% | +63.6% | +66.3% |
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