+1,121.6%
ATI vs RRX
+1,084.4%
+37.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | +3.2% | +4.3% | -1.1% | 0.0% |
| 30D | -9.0% | -8.0% | -1.0% | -3.5% |
| 3M | +15.1% | -22.0% | +37.1% | +32.8% |
| 6M | +38.1% | -11.9% | +50.0% | +43.0% |
| YTD | +80.7% | +17.1% | +63.6% | +47.4% |
| 1Y | +167.5% | +14.9% | +152.6% | +118.3% |
| 3Y | +366.0% | +6.9% | +359.1% | +255.0% |
| 5Y | +1,088.8% | +19.6% | +1,069.2% | +667.3% |
| 10Y | +1,055.0% | +215.9% | +839.0% | +259.6% |
| All | +1,121.6% | +1,084.4% | +37.2% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling