+833.9%
ATI vs RUN
-34.8%
+868.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.1% | +7.5% | +2.3% |
| 7D | +13.0% | -13.7% | +26.6% | +15.4% |
| 30D | +0.2% | +9.4% | -9.2% | -1.9% |
| 3M | -17.5% | -13.4% | -4.1% | -16.5% |
| 6M | +18.1% | -39.6% | +57.7% | +25.5% |
| YTD | +65.7% | -53.7% | +119.4% | +78.9% |
| 1Y | +91.9% | -56.2% | +148.1% | +108.4% |
| 3Y | +335.2% | -9.7% | +345.0% | +239.0% |
| 5Y | +1,004.3% | -85.5% | +1,089.8% | +1,022.3% |
| 10Y | +1,019.2% | +66.7% | +952.5% | +449.9% |
| All | +833.9% | -34.8% | +868.7% | +377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling