+1,025.5%
ATI vs RSG
+89.9%
+935.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -5.6% | 0.0% | -5.7% | -5.6% |
| 30D | -13.7% | +4.0% | -17.7% | -14.5% |
| 3M | -0.4% | +7.4% | -7.7% | -2.4% |
| 6M | +26.2% | +0.1% | +26.1% | +25.9% |
| YTD | +73.2% | +6.0% | +67.2% | +68.7% |
| 1Y | +161.6% | -3.0% | +164.6% | +163.3% |
| 3Y | +346.2% | +56.5% | +289.7% | +254.8% |
| All | +1,025.5% | +89.9% | +935.7% | +694.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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