+86.5%
ATI vs RRX
+30.0%
+56.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | +0.8% |
| 7D | +8.3% | +7.6% | +0.7% | +5.1% |
| 30D | -7.3% | +7.5% | -14.8% | -10.0% |
| 3M | -10.5% | -21.0% | +10.5% | -3.6% |
| 6M | +16.4% | -18.1% | +34.5% | +21.7% |
| YTD | +56.1% | +24.3% | +31.8% | +44.5% |
| 1Y | +86.5% | +29.3% | +57.2% | +71.0% |
| All | +86.5% | +30.0% | +56.5% | +71.0% |
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