+218.8%
RF vs ATI
+872.7%
-653.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.1% |
| 7D | -1.6% | -3.8% | +2.2% | -0.5% |
| 30D | +5.0% | -13.5% | +18.6% | +9.6% |
| 3M | -10.0% | -17.9% | +7.9% | -4.9% |
| 6M | +3.3% | +8.4% | -5.0% | -1.9% |
| YTD | +7.9% | +46.7% | -38.8% | -8.7% |
| 1Y | +21.2% | +74.5% | -53.2% | -3.5% |
| 3Y | +105.8% | +303.7% | -197.9% | +15.5% |
| 5Y | +43.7% | +848.9% | -805.2% | -42.5% |
| 10Y | +289.4% | +1,089.7% | -800.2% | +25.1% |
| All | +218.8% | +872.7% | -653.9% | -16.4% |
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 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