+799.2%
ATI vs RUN
-33.9%
+833.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.9% |
| 7D | +4.2% | -13.5% | +17.7% | +6.3% |
| 30D | -2.5% | +18.3% | -20.8% | -5.7% |
| 3M | -19.4% | -12.5% | -6.9% | -18.6% |
| 6M | +11.1% | -40.3% | +51.4% | +18.2% |
| YTD | +59.5% | -53.1% | +112.6% | +71.9% |
| 1Y | +85.8% | -54.3% | +140.0% | +100.4% |
| 3Y | +311.9% | -6.5% | +318.4% | +218.7% |
| 5Y | +963.2% | -85.3% | +1,048.5% | +978.3% |
| 10Y | +977.6% | +68.9% | +908.7% | +428.3% |
| All | +799.2% | -33.9% | +833.1% | +358.3% |
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