+1,121.6%
ATI vs RSG
+4,352.4%
-3,230.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | -9.0% | +3.3% | -12.3% | -11.1% |
| 3M | +15.1% | +8.5% | +6.6% | +7.6% |
| 6M | +38.1% | -3.5% | +41.7% | +38.0% |
| YTD | +80.7% | +5.5% | +75.2% | +69.4% |
| 1Y | +167.5% | -1.7% | +169.2% | +161.5% |
| 3Y | +366.0% | +56.9% | +309.1% | +223.0% |
| 5Y | +1,088.8% | +89.4% | +999.4% | +609.7% |
| 10Y | +1,055.0% | +412.5% | +642.5% | +270.3% |
| All | +1,121.6% | +4,352.4% | -3,230.8% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling