+934.6%
ATI vs RUN
-31.9%
+966.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +2.7% | -15.3% | +18.0% | +4.9% |
| 3M | +16.3% | -40.0% | +56.3% | +24.9% |
| 6M | +30.2% | -27.0% | +57.1% | +35.0% |
| YTD | +83.6% | -51.7% | +135.2% | +98.5% |
| 1Y | +173.0% | -45.9% | +218.9% | +186.5% |
| 3Y | +356.6% | -43.8% | +400.4% | +292.1% |
| 5Y | +1,074.2% | -80.5% | +1,154.7% | +1,017.9% |
| 10Y | +1,136.2% | +45.3% | +1,090.9% | +521.0% |
| All | +934.6% | -31.9% | +966.5% | +429.5% |
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 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