+949.2%
ATI vs RMBS
+240.2%
+709.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.9% |
| 7D | +4.2% | +10.3% | -6.2% | +1.6% |
| 30D | -2.5% | -10.7% | +8.2% | +0.1% |
| 3M | -19.4% | -17.2% | -2.2% | -16.3% |
| 6M | +11.1% | -39.0% | +50.1% | +22.1% |
| YTD | +59.5% | -10.5% | +70.1% | +53.4% |
| 1Y | +85.8% | -11.0% | +96.7% | +78.2% |
| 3Y | +311.9% | +31.3% | +280.6% | +226.9% |
| All | +949.2% | +240.2% | +709.0% | +450.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling