+1,090.2%
ATI vs RRX
+228.4%
+861.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -2.6% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -13.7% | -6.1% | -7.6% | -10.2% |
| 3M | -0.4% | -23.1% | +22.7% | +14.7% |
| 6M | +26.2% | -19.5% | +45.8% | +38.7% |
| YTD | +73.2% | +16.1% | +57.1% | +43.0% |
| 1Y | +161.6% | +12.9% | +148.7% | +117.6% |
| 3Y | +346.2% | +7.9% | +338.2% | +241.5% |
| 5Y | +1,047.6% | +19.1% | +1,028.5% | +622.9% |
| All | +1,090.2% | +228.4% | +861.8% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling