+1,049.0%
ATI vs RNG
-70.1%
+1,119.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -2.7% | -9.6% | +6.9% | -1.6% |
| 30D | -13.5% | +8.8% | -22.3% | -14.5% |
| 3M | +8.5% | +78.6% | -70.1% | +0.4% |
| 6M | +25.2% | +70.3% | -45.1% | +15.4% |
| YTD | +73.4% | +140.3% | -66.9% | +50.1% |
| 1Y | +160.5% | +126.6% | +33.9% | +126.9% |
| 3Y | +347.3% | +120.2% | +227.1% | +280.8% |
| 5Y | +1,049.0% | -68.3% | +1,117.3% | +963.9% |
| All | +1,049.0% | -70.1% | +1,119.1% | +963.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling