-29.4%
ROL vs ATI
+9.7%
-39.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -1.2% |
| 7D | +9.5% | +6.2% | +3.3% | +10.9% |
| 30D | +22.9% | -7.1% | +30.0% | +20.5% |
| 3M | +3.5% | -21.3% | +24.9% | -2.3% |
| 6M | -29.4% | +6.5% | -35.9% | -28.0% |
| All | -29.4% | +9.7% | -39.1% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling