+4.4%
RDW vs ATI
+967.6%
-963.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.2% | +3.4% |
| 7D | +4.8% | -2.7% | +7.5% | +6.1% |
| 30D | -19.5% | -13.5% | -6.0% | -13.5% |
| 3M | -26.9% | +8.5% | -35.4% | -28.7% |
| 6M | +17.8% | +25.2% | -7.4% | +6.0% |
| YTD | +43.0% | +73.4% | -30.4% | +11.1% |
| 1Y | +32.1% | +160.5% | -128.4% | -14.7% |
| 3Y | +250.6% | +347.3% | -96.6% | +87.2% |
| 5Y | -6.6% | +1,049.0% | -1,055.6% | -55.5% |
| All | +4.4% | +967.6% | -963.2% | -50.3% |
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