+173.0%
ATI vs RRX
+14.9%
+158.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.1% | +3.4% | -3.5% | -1.4% |
| 30D | +2.7% | -11.1% | +13.8% | +7.4% |
| 3M | +16.3% | -23.7% | +40.0% | +27.0% |
| 6M | +30.2% | -22.0% | +52.2% | +37.9% |
| YTD | +83.6% | +16.5% | +67.1% | +66.5% |
| 1Y | +173.0% | +11.5% | +161.5% | +152.4% |
| All | +173.0% | +14.9% | +158.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling