+5,809.4%
ROL vs ATI
+955.8%
+4,853.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +20.8% | -4.8% | +25.5% | +21.3% |
| 3M | +3.7% | -19.9% | +23.7% | +7.0% |
| 6M | -27.7% | +15.4% | -43.0% | -30.4% |
| YTD | -34.9% | +59.2% | -94.1% | -41.2% |
| 1Y | -33.3% | +86.3% | -119.6% | -41.4% |
| 3Y | +4.3% | +318.2% | -313.9% | -23.5% |
| 5Y | +15.0% | +958.6% | -943.7% | -30.9% |
| 10Y | +214.7% | +996.8% | -782.1% | +60.6% |
| All | +5,809.4% | +955.8% | +4,853.6% | +1,934.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling