-77.4%
RIG vs ATI
+1,117.2%
-1,194.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -4.0% |
| 7D | +0.9% | -0.1% | +0.9% | +0.8% |
| 30D | +13.8% | +2.7% | +11.1% | +12.1% |
| 3M | -6.4% | +16.3% | -22.7% | -12.8% |
| 6M | -8.2% | +30.2% | -38.3% | -19.9% |
| YTD | +41.6% | +83.6% | -41.9% | +7.7% |
| 1Y | +88.7% | +173.0% | -84.3% | +21.8% |
| 3Y | -30.9% | +356.6% | -387.5% | -65.1% |
| 5Y | +57.7% | +1,074.2% | -1,016.5% | -46.1% |
| 10Y | -39.3% | +1,136.2% | -1,175.5% | -81.1% |
| All | -77.4% | +1,117.2% | -1,194.6% | -94.8% |
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