+1,049.0%
ATI vs RRX
+14.8%
+1,034.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -2.8% |
| 7D | -2.7% | -3.7% | +1.0% | -1.0% |
| 30D | -13.5% | -9.3% | -4.2% | -9.7% |
| 3M | +8.5% | -21.8% | +30.3% | +18.7% |
| 6M | +25.2% | -22.0% | +47.2% | +36.0% |
| YTD | +73.4% | +11.9% | +61.5% | +58.0% |
| 1Y | +160.5% | +11.6% | +148.9% | +136.4% |
| 3Y | +347.3% | +2.2% | +345.1% | +307.1% |
| 5Y | +1,049.0% | +14.9% | +1,034.1% | +834.3% |
| All | +1,049.0% | +14.8% | +1,034.2% | +834.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling