+1,141.3%
ATI vs RMBS
+353.9%
+787.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.7% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | +2.7% | -12.2% | +14.9% | +5.2% |
| 3M | +16.3% | -49.5% | +65.9% | +31.5% |
| 6M | +30.2% | -7.1% | +37.3% | +28.8% |
| YTD | +83.6% | -7.0% | +90.6% | +79.4% |
| 1Y | +173.0% | +13.3% | +159.7% | +153.4% |
| 3Y | +356.6% | +49.2% | +307.4% | +284.9% |
| 5Y | +1,074.2% | +250.0% | +824.2% | +725.2% |
| 10Y | +1,136.2% | +495.1% | +641.1% | +695.6% |
| All | +1,141.3% | +353.9% | +787.4% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling