-29.7%
RIG vs ATI
+358.3%
-387.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -8.2% | +2.4% | -10.6% | -8.9% |
| 30D | -0.2% | -9.5% | +9.3% | +2.8% |
| 3M | -2.7% | +10.4% | -13.1% | -6.7% |
| 6M | -7.5% | +31.8% | -39.3% | -18.0% |
| YTD | +38.3% | +80.0% | -41.7% | +7.8% |
| 1Y | +81.8% | +175.8% | -94.0% | +18.2% |
| All | -29.7% | +358.3% | -387.9% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling