+935.0%
ATI vs RVMD
+634.9%
+300.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | -9.0% | +1.1% | -10.1% | -9.2% |
| 3M | +15.1% | +39.6% | -24.5% | +8.1% |
| 6M | +38.1% | +110.7% | -72.6% | +18.4% |
| YTD | +80.7% | +160.3% | -79.6% | +46.8% |
| 1Y | +167.5% | +404.9% | -237.4% | +89.6% |
| 3Y | +366.0% | +545.5% | -179.5% | +196.9% |
| 5Y | +1,088.8% | +584.7% | +504.1% | +586.6% |
| All | +935.0% | +634.9% | +300.1% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling