-48.9%
RBLX vs ATI
+1,021.8%
-1,070.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.8% |
| 7D | +8.1% | -2.7% | +10.8% | +8.9% |
| 30D | +23.9% | -13.5% | +37.4% | +28.5% |
| 3M | +8.1% | +8.5% | -0.4% | +4.5% |
| 6M | -23.7% | +25.2% | -48.9% | -29.8% |
| YTD | -44.6% | +73.4% | -118.0% | -53.8% |
| 1Y | -66.2% | +160.5% | -226.7% | -75.1% |
| 3Y | +54.7% | +347.3% | -292.6% | -9.5% |
| 5Y | -48.9% | +1,049.0% | -1,097.9% | -74.4% |
| All | -48.9% | +1,021.8% | -1,070.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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