-37.9%
ROL vs ATI
+166.0%
-204.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.6% |
| 7D | -3.4% | +3.2% | -6.6% | -3.2% |
| 30D | -6.9% | -9.0% | +2.1% | -7.5% |
| 3M | -24.6% | +15.1% | -39.7% | -24.1% |
| 6M | -39.5% | +38.1% | -77.7% | -39.3% |
| YTD | -41.1% | +80.7% | -121.8% | -40.1% |
| 1Y | -37.9% | +167.5% | -205.4% | -36.6% |
| All | -37.9% | +166.0% | -204.0% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling