+1,076.9%
ATI vs RUN
-80.3%
+1,157.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.1% |
| 7D | +2.4% | -1.8% | +4.2% | +2.6% |
| 30D | -9.5% | -10.8% | +1.4% | -8.5% |
| 3M | +10.4% | -30.2% | +40.5% | +14.0% |
| 6M | +31.8% | -22.3% | +54.1% | +34.3% |
| YTD | +80.0% | -52.2% | +132.1% | +89.6% |
| 1Y | +175.8% | -45.1% | +220.9% | +184.9% |
| 3Y | +364.2% | -37.1% | +401.3% | +316.3% |
| 5Y | +1,076.9% | -80.3% | +1,157.1% | +1,035.7% |
| All | +1,076.9% | -80.3% | +1,157.1% | +1,035.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling