+2.0%
RDW vs ATI
+966.4%
-964.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -5.6% | +6.5% | +3.7% |
| 30D | -21.3% | -13.7% | -7.5% | -15.3% |
| 3M | -37.9% | -0.4% | -37.5% | -37.1% |
| 6M | +12.3% | +26.2% | -14.0% | +0.7% |
| YTD | +39.7% | +73.2% | -33.5% | +8.6% |
| 1Y | +25.7% | +161.6% | -135.9% | -19.0% |
| 3Y | +230.8% | +346.2% | -115.3% | +76.8% |
| 5Y | -8.8% | +1,047.6% | -1,056.4% | -56.5% |
| All | +2.0% | +966.4% | -964.3% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling