+5,387.1%
ROL vs ATI
+1,117.2%
+4,270.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.1% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -4.1% | +2.7% | -6.8% | -4.7% |
| 3M | -22.5% | +16.3% | -38.8% | -25.0% |
| 6M | -37.7% | +30.2% | -67.8% | -41.2% |
| YTD | -39.6% | +83.6% | -123.1% | -46.4% |
| 1Y | -36.0% | +173.0% | -209.0% | -47.3% |
| 3Y | -5.1% | +356.6% | -361.8% | -31.1% |
| 5Y | -3.4% | +1,074.2% | -1,077.6% | -42.9% |
| 10Y | +215.2% | +1,136.2% | -921.0% | +57.1% |
| All | +5,387.1% | +1,117.2% | +4,270.0% | +1,754.8% |
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