+1,003.8%
ATI vs ROP
+183.0%
+820.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.2% |
| 7D | +4.7% | -2.9% | +7.7% | +6.5% |
| 30D | -0.2% | +30.1% | -30.3% | -16.9% |
| 3M | -18.5% | +19.9% | -38.4% | -28.9% |
| 6M | +16.4% | +46.0% | -29.7% | -13.8% |
| YTD | +63.4% | +8.4% | +55.1% | +47.8% |
| 1Y | +91.5% | +8.8% | +82.7% | +72.5% |
| 3Y | +329.2% | -5.6% | +334.9% | +322.3% |
| 5Y | +966.7% | +3.0% | +963.7% | +852.1% |
| 10Y | +1,003.8% | +184.0% | +819.8% | +220.8% |
| All | +1,003.8% | +183.0% | +820.7% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling