-35.9%
RBLX vs ATI
+876.1%
-912.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +8.0% | +2.4% | +5.6% | +7.4% |
| 30D | +20.2% | -9.5% | +29.6% | +23.1% |
| 3M | +3.5% | +10.4% | -6.8% | -0.2% |
| 6M | -28.9% | +31.8% | -60.7% | -35.4% |
| YTD | -45.1% | +80.0% | -125.0% | -54.4% |
| 1Y | -66.2% | +175.8% | -242.0% | -75.3% |
| 3Y | +53.5% | +364.2% | -310.8% | -9.4% |
| 5Y | -48.4% | +1,076.9% | -1,125.3% | -75.0% |
| All | -35.9% | +876.1% | -912.0% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling