+1,141.3%
ATI vs ROP
+2,516.9%
-1,375.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.6% | +6.6% | +5.7% |
| 7D | -0.1% | -4.4% | +4.4% | +3.3% |
| 30D | +2.7% | +3.2% | -0.5% | -0.2% |
| 3M | +16.3% | +23.1% | -6.7% | -3.4% |
| 6M | +30.2% | +13.3% | +16.9% | +13.3% |
| YTD | +83.6% | -7.9% | +91.4% | +83.8% |
| 1Y | +173.0% | -22.1% | +195.1% | +208.3% |
| 3Y | +356.6% | -16.8% | +373.5% | +384.0% |
| 5Y | +1,074.2% | -13.5% | +1,087.7% | +1,081.2% |
| 10Y | +1,136.2% | +137.7% | +998.5% | +469.6% |
| All | +1,141.3% | +2,516.9% | -1,375.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling