+161.6%
ATI vs RNG
+128.1%
+33.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.6% | -6.1% | +0.5% | -5.7% |
| 30D | -13.7% | +9.6% | -23.3% | -13.6% |
| 3M | -0.4% | +83.3% | -83.7% | -0.1% |
| 6M | +26.2% | +77.9% | -51.7% | +26.0% |
| YTD | +73.2% | +139.9% | -66.7% | +67.1% |
| 1Y | +161.6% | +121.7% | +40.0% | +149.5% |
| All | +161.6% | +128.1% | +33.5% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling