+1,141.3%
ATI vs RL
+2,572.4%
-1,431.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.4% |
| 30D | +2.7% | -7.8% | +10.5% | +7.3% |
| 3M | +16.3% | -4.0% | +20.3% | +18.2% |
| 6M | +30.2% | -1.9% | +32.1% | +30.2% |
| YTD | +83.6% | -0.2% | +83.7% | +81.0% |
| 1Y | +173.0% | +10.7% | +162.3% | +153.3% |
| 3Y | +356.6% | +210.8% | +145.9% | +126.5% |
| 5Y | +1,074.2% | +238.2% | +836.0% | +421.3% |
| 10Y | +1,136.2% | +313.4% | +822.8% | +364.5% |
| All | +1,141.3% | +2,572.4% | -1,431.1% | +97.5% |
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 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