+327.8%
ATI vs RUN
-8.5%
+336.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.1% | +7.5% | +1.8% |
| 7D | +13.0% | -13.7% | +26.6% | +14.1% |
| 30D | +0.2% | +9.4% | -9.2% | -0.8% |
| 3M | -17.5% | -13.4% | -4.1% | -17.0% |
| 6M | +18.1% | -39.6% | +57.7% | +21.6% |
| YTD | +65.7% | -53.7% | +119.4% | +71.4% |
| 1Y | +91.9% | -56.2% | +148.1% | +99.0% |
| All | +327.8% | -8.5% | +336.3% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling