-41.2%
RIG vs ATI
+1,155.5%
-1,196.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +2.8% |
| 7D | -4.2% | -2.7% | -1.4% | -3.0% |
| 30D | -0.7% | -13.5% | +12.8% | +6.0% |
| 3M | -4.0% | +8.5% | -12.5% | -9.1% |
| 6M | -6.3% | +25.2% | -31.5% | -19.7% |
| YTD | +39.7% | +73.4% | -33.7% | +1.6% |
| 1Y | +78.1% | +160.5% | -82.4% | +4.5% |
| 3Y | -29.5% | +347.3% | -376.8% | -70.6% |
| 5Y | +65.3% | +1,049.0% | -983.6% | -59.1% |
| All | -41.2% | +1,155.5% | -1,196.7% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling