+1,141.3%
ATI vs RRC
+1,863.3%
-722.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.3% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | +2.7% | +10.1% | -7.4% | -0.9% |
| 3M | +16.3% | +4.0% | +12.3% | +13.8% |
| 6M | +30.2% | +1.6% | +28.6% | +27.2% |
| YTD | +83.6% | +19.7% | +63.8% | +68.6% |
| 1Y | +173.0% | +21.4% | +151.6% | +147.5% |
| 3Y | +356.6% | +29.7% | +327.0% | +295.7% |
| 5Y | +1,074.2% | +153.9% | +920.3% | +623.1% |
| 10Y | +1,136.2% | +10.8% | +1,125.4% | +705.0% |
| All | +1,141.3% | +1,863.3% | -722.1% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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