+1,127.7%
RSP vs ATI
+6,436.3%
-5,308.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.3% | +2.7% | -3.0% | -1.2% |
| 3M | +4.3% | +16.3% | -12.0% | 0.0% |
| 6M | +8.8% | +30.2% | -21.4% | +1.0% |
| YTD | +15.3% | +83.6% | -68.3% | -1.5% |
| 1Y | +18.3% | +173.0% | -154.7% | -8.4% |
| 3Y | +52.8% | +356.6% | -303.8% | +0.7% |
| 5Y | +51.7% | +1,074.2% | -1,022.5% | -22.8% |
| 10Y | +208.5% | +1,136.2% | -927.7% | +32.3% |
| All | +1,127.7% | +6,436.3% | -5,308.5% | +256.7% |
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