-4.7%
ROL vs ATI
+1,101.9%
-1,106.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.5% |
| 7D | -3.4% | +3.2% | -6.6% | -3.6% |
| 30D | -6.9% | -9.0% | +2.1% | -6.5% |
| 3M | -24.6% | +15.1% | -39.7% | -25.4% |
| 6M | -39.5% | +38.1% | -77.7% | -41.1% |
| YTD | -41.1% | +80.7% | -121.8% | -43.8% |
| 1Y | -37.9% | +167.5% | -205.4% | -42.6% |
| 3Y | +0.8% | +366.0% | -365.2% | -13.5% |
| 5Y | -4.7% | +1,088.8% | -1,093.4% | -25.4% |
| All | -4.7% | +1,101.9% | -1,106.5% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling