+208.2%
ROL vs ATI
+1,068.2%
-860.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.3% | +2.4% | -5.7% | -3.4% |
| 30D | -7.2% | -9.5% | +2.3% | -6.6% |
| 3M | -27.0% | +10.4% | -37.3% | -27.7% |
| 6M | -39.5% | +31.8% | -71.3% | -41.1% |
| YTD | -41.8% | +80.0% | -121.8% | -44.9% |
| 1Y | -38.9% | +175.8% | -214.7% | -44.2% |
| 3Y | -0.4% | +364.2% | -364.6% | -14.8% |
| 5Y | -4.2% | +1,076.9% | -1,081.1% | -25.5% |
| 10Y | +208.2% | +1,178.1% | -969.9% | +130.9% |
| All | +208.2% | +1,068.2% | -860.0% | +130.9% |
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 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