+1,141.3%
ATI vs RVTY
+673.6%
+467.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | +2.7% | +13.2% | -10.5% | -3.2% |
| 3M | +16.3% | +27.2% | -10.9% | +3.4% |
| 6M | +30.2% | +32.4% | -2.2% | +13.1% |
| YTD | +83.6% | +34.9% | +48.7% | +56.9% |
| 1Y | +173.0% | +52.4% | +120.6% | +119.6% |
| 3Y | +356.6% | +12.3% | +344.4% | +303.4% |
| 5Y | +1,074.2% | -30.8% | +1,105.0% | +1,150.6% |
| 10Y | +1,136.2% | +150.7% | +985.5% | +607.5% |
| All | +1,141.3% | +673.6% | +467.6% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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