+646.3%
ATI vs RNG
+327.7%
+318.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.5% |
| 7D | -0.1% | +5.8% | -5.8% | -0.9% |
| 30D | +2.7% | +19.6% | -16.9% | 0.0% |
| 3M | +16.3% | +67.0% | -50.7% | +6.8% |
| 6M | +30.2% | +88.4% | -58.2% | +16.0% |
| YTD | +83.6% | +155.5% | -71.9% | +53.7% |
| 1Y | +173.0% | +141.7% | +31.3% | +130.0% |
| 3Y | +356.6% | +131.1% | +225.6% | +276.8% |
| 5Y | +1,074.2% | -70.6% | +1,144.8% | +1,143.5% |
| 10Y | +1,136.2% | +228.2% | +908.0% | +552.2% |
| All | +646.3% | +327.7% | +318.6% | +267.8% |
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