+805.4%
RIOT vs ATI
+1,164.4%
-359.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.7% |
| 7D | +14.8% | -0.1% | +14.8% | +14.9% |
| 30D | +1.4% | +2.7% | -1.3% | -0.1% |
| 3M | -20.6% | +16.3% | -37.0% | -25.6% |
| 6M | +31.9% | +30.2% | +1.7% | +18.6% |
| YTD | +72.1% | +83.6% | -11.5% | +33.4% |
| 1Y | +65.7% | +173.0% | -107.4% | +7.7% |
| 3Y | +97.5% | +356.6% | -259.2% | +0.6% |
| 5Y | -36.7% | +1,074.2% | -1,110.9% | -77.7% |
| 10Y | +550.1% | +1,136.2% | -586.1% | +122.8% |
| All | +805.4% | +1,164.4% | -359.0% | +194.5% |
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