+892.4%
ATI vs RVMD
+622.3%
+270.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.6% | -3.0% | -2.7% | -5.1% |
| 30D | -13.7% | -0.7% | -13.0% | -13.6% |
| 3M | -0.4% | +36.5% | -36.9% | -6.1% |
| 6M | +26.2% | +104.6% | -78.4% | +8.8% |
| YTD | +73.2% | +155.8% | -82.6% | +41.2% |
| 1Y | +161.6% | +340.7% | -179.1% | +90.9% |
| 3Y | +346.2% | +519.9% | -173.8% | +186.8% |
| 5Y | +1,047.6% | +584.9% | +462.7% | +561.4% |
| All | +892.4% | +622.3% | +270.0% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling