+1,090.2%
ATI vs RMBS
+566.4%
+523.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | -5.6% | +1.8% | -7.4% | -6.3% |
| 30D | -13.7% | -13.9% | +0.2% | -8.9% |
| 3M | -0.4% | -39.8% | +39.4% | +18.4% |
| 6M | +26.2% | -6.0% | +32.2% | +20.1% |
| YTD | +73.2% | -5.4% | +78.6% | +58.7% |
| 1Y | +161.6% | -1.8% | +163.4% | +128.6% |
| 3Y | +346.2% | +53.7% | +292.5% | +170.8% |
| 5Y | +1,047.6% | +268.5% | +779.1% | +249.7% |
| All | +1,090.2% | +566.4% | +523.8% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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