+976.7%
ATI vs RVTY
+845.6%
+131.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | +1.3% | -2.7% | +4.0% | +2.7% |
| 30D | -4.8% | +3.2% | -8.0% | -6.3% |
| 3M | -19.9% | +37.2% | -57.1% | -31.3% |
| 6M | +15.4% | +57.7% | -42.3% | -7.8% |
| YTD | +59.2% | +64.8% | -5.6% | +23.4% |
| 1Y | +86.3% | +72.8% | +13.4% | +41.0% |
| 3Y | +318.2% | +89.8% | +228.4% | +191.8% |
| 5Y | +958.6% | -8.4% | +967.1% | +886.9% |
| 10Y | +996.8% | +219.5% | +777.3% | +455.6% |
| All | +976.7% | +845.6% | +131.0% | +259.1% |
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