+217.6%
RF vs ATI
+915.7%
-698.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.9% |
| 7D | -0.9% | +6.2% | -7.1% | -3.1% |
| 30D | +6.0% | -7.1% | +13.1% | +7.9% |
| 3M | -8.9% | -21.3% | +12.4% | -2.1% |
| 6M | +2.3% | +6.5% | -4.1% | -2.2% |
| YTD | +7.6% | +53.2% | -45.6% | -10.4% |
| 1Y | +21.2% | +82.7% | -61.6% | -5.1% |
| 3Y | +108.5% | +314.3% | -205.8% | +16.0% |
| 5Y | +43.2% | +890.9% | -847.7% | -43.5% |
| 10Y | +288.1% | +1,142.3% | -854.3% | +22.8% |
| All | +217.6% | +915.7% | -698.1% | -18.0% |
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