+214.9%
ROL vs ATI
+1,119.3%
-904.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.7% |
| 7D | +7.5% | +6.0% | +1.5% | +7.0% |
| 30D | +21.1% | -3.6% | +24.8% | +21.3% |
| 3M | +3.1% | -18.9% | +22.0% | +4.5% |
| 6M | -27.4% | +16.7% | -44.1% | -28.8% |
| YTD | -34.7% | +61.1% | -95.8% | -37.9% |
| 1Y | -32.9% | +89.3% | -122.2% | -37.1% |
| 3Y | +6.1% | +333.3% | -327.2% | -9.3% |
| 5Y | +16.3% | +954.5% | -938.1% | -9.5% |
| 10Y | +214.9% | +1,067.0% | -852.1% | +136.4% |
| All | +214.9% | +1,119.3% | -904.5% | +136.4% |
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