+954.5%
ATI vs ROP
-0.2%
+954.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.4% |
| 7D | +6.0% | -1.6% | +7.7% | +6.3% |
| 30D | -3.6% | +29.5% | -33.2% | -10.7% |
| 3M | -18.9% | +17.5% | -36.4% | -22.7% |
| 6M | +16.7% | +38.1% | -21.4% | +3.6% |
| YTD | +61.1% | +7.0% | +54.1% | +61.0% |
| 1Y | +89.3% | +6.5% | +82.8% | +89.5% |
| 3Y | +333.3% | -5.5% | +338.8% | +360.6% |
| 5Y | +954.5% | -0.4% | +954.9% | +901.5% |
| All | +954.5% | -0.2% | +954.7% | +901.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling