+46.0%
RF vs ATI
+951.9%
-905.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | +6.2% | -4.8% | +10.9% | +7.1% |
| 3M | -7.8% | -19.9% | +12.1% | -2.4% |
| 6M | +5.9% | +15.4% | -9.4% | -0.8% |
| YTD | +9.0% | +59.2% | -50.2% | -9.0% |
| 1Y | +19.3% | +86.3% | -67.0% | -5.5% |
| 3Y | +116.4% | +318.2% | -201.8% | +21.5% |
| 5Y | +46.0% | +958.6% | -912.6% | -42.4% |
| All | +46.0% | +951.9% | -905.9% | -42.4% |
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