+1,115.8%
RSP vs ATI
+5,354.6%
-4,238.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -1.0% | +6.2% | -7.2% | -2.5% |
| 30D | +2.6% | -7.1% | +9.7% | +3.9% |
| 3M | -0.8% | -21.3% | +20.5% | +4.2% |
| 6M | +6.3% | +6.5% | -0.2% | +3.3% |
| YTD | +14.1% | +53.2% | -39.0% | +1.1% |
| 1Y | +18.0% | +82.7% | -64.7% | +0.2% |
| 3Y | +61.0% | +314.3% | -253.3% | +8.1% |
| 5Y | +45.6% | +890.9% | -845.3% | -23.1% |
| 10Y | +220.2% | +1,142.3% | -922.2% | +37.2% |
| All | +1,115.8% | +5,354.6% | -4,238.8% | +266.2% |
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 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