+975.5%
ATI vs ROP
+181.1%
+794.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.0% |
| 30D | -4.8% | +30.3% | -35.1% | -20.8% |
| 3M | -19.9% | +17.8% | -37.7% | -29.4% |
| 6M | +15.4% | +38.9% | -23.5% | -11.6% |
| YTD | +59.2% | +7.6% | +51.6% | +44.6% |
| 1Y | +86.3% | +6.5% | +79.8% | +70.4% |
| 3Y | +318.2% | -6.3% | +324.5% | +313.2% |
| 5Y | +958.6% | +0.9% | +957.7% | +860.5% |
| All | +975.5% | +181.1% | +794.3% | +213.9% |
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