+1,091.6%
ATI vs ROP
+135.7%
+955.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -2.7% | -8.0% | +5.3% | +2.7% |
| 30D | -13.5% | -2.7% | -10.8% | -12.3% |
| 3M | +8.5% | +16.6% | -8.1% | -5.1% |
| 6M | +25.2% | +10.4% | +14.8% | +12.5% |
| YTD | +73.4% | -12.1% | +85.5% | +82.4% |
| 1Y | +160.5% | -23.6% | +184.1% | +203.9% |
| 3Y | +347.3% | -19.3% | +366.6% | +389.6% |
| 5Y | +1,049.0% | -15.4% | +1,064.3% | +1,075.0% |
| All | +1,091.6% | +135.7% | +955.9% | +306.6% |
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