+935.8%
ATI vs RL
+2,773.5%
-1,837.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | +6.2% | -4.2% | +10.3% | +8.5% |
| 30D | -7.1% | +4.3% | -11.4% | -9.3% |
| 3M | -21.3% | -4.6% | -16.7% | -19.6% |
| 6M | +6.5% | +1.7% | +4.8% | +3.8% |
| YTD | +53.2% | +7.3% | +45.8% | +44.8% |
| 1Y | +82.7% | +20.8% | +61.9% | +61.3% |
| 3Y | +314.3% | +247.0% | +67.3% | +93.2% |
| 5Y | +890.9% | +225.5% | +665.5% | +352.7% |
| 10Y | +1,142.3% | +363.0% | +779.3% | +337.2% |
| All | +935.8% | +2,773.5% | -1,837.7% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling