+1,049.0%
ATI vs RVMD
+560.0%
+488.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.4% |
| 7D | -2.7% | -3.6% | +0.9% | -2.3% |
| 30D | -13.5% | -1.1% | -12.4% | -13.4% |
| 3M | +8.5% | +41.0% | -32.5% | +4.0% |
| 6M | +25.2% | +105.7% | -80.5% | +13.6% |
| YTD | +73.4% | +155.3% | -81.9% | +52.0% |
| 1Y | +160.5% | +402.7% | -242.2% | +108.5% |
| 3Y | +347.3% | +533.1% | -185.8% | +239.0% |
| 5Y | +1,049.0% | +583.5% | +465.4% | +733.6% |
| All | +1,049.0% | +560.0% | +488.9% | +733.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling