+54.2%
RGTI vs ATI
+774.5%
-720.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -5.6% | +6.1% | +3.5% |
| 30D | -17.1% | -13.7% | -3.4% | -10.5% |
| 3M | -26.0% | -0.4% | -25.6% | -25.8% |
| 6M | -9.9% | +26.2% | -36.1% | -20.0% |
| YTD | -31.1% | +73.2% | -104.3% | -47.5% |
| 1Y | -8.5% | +161.6% | -170.1% | -42.9% |
| 3Y | +652.2% | +346.2% | +306.0% | +272.7% |
| 5Y | +56.8% | +1,047.6% | -990.9% | -28.6% |
| All | +54.2% | +774.5% | -720.2% | -30.0% |
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