+13.6%
ROL vs ATI
+871.8%
-858.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.3% |
| 7D | +9.5% | +6.2% | +3.3% | +9.2% |
| 30D | +22.9% | -7.1% | +30.0% | +23.2% |
| 3M | +3.5% | -21.3% | +24.9% | +4.7% |
| 6M | -29.4% | +6.5% | -35.9% | -30.2% |
| YTD | -36.1% | +53.2% | -89.2% | -38.8% |
| 1Y | -34.4% | +82.7% | -117.1% | -38.0% |
| 3Y | +4.0% | +314.3% | -310.3% | -11.9% |
| All | +13.6% | +871.8% | -858.2% | -15.2% |
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