+548.7%
ATI vs RNG
+340.1%
+208.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.6% |
| 7D | +4.2% | +4.6% | -0.5% | +3.5% |
| 30D | -2.5% | +0.4% | -3.0% | -2.7% |
| 3M | -19.4% | +11.4% | -30.8% | -21.0% |
| 6M | +11.1% | +95.7% | -84.6% | -1.0% |
| YTD | +59.5% | +162.9% | -103.3% | +32.6% |
| 1Y | +85.8% | +180.3% | -94.5% | +52.7% |
| 3Y | +311.9% | +188.3% | +123.6% | +228.6% |
| 5Y | +963.2% | -72.5% | +1,035.8% | +1,043.9% |
| 10Y | +977.6% | +236.7% | +741.0% | +465.0% |
| All | +548.7% | +340.1% | +208.6% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling