+78.1%
RIG vs ATI
+163.6%
-85.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.4% |
| 7D | -4.2% | -2.7% | -1.4% | -3.9% |
| 30D | -0.7% | -13.5% | +12.8% | +0.9% |
| 3M | -4.0% | +8.5% | -12.5% | -5.2% |
| 6M | -6.3% | +25.2% | -31.5% | -9.1% |
| YTD | +39.7% | +73.4% | -33.7% | +19.2% |
| 1Y | +78.1% | +160.5% | -82.4% | +26.9% |
| All | +78.1% | +163.6% | -85.6% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling