+1,182.9%
ATI vs RCAT
-98.4%
+1,281.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | +3.2% | +5.4% | -2.2% | +3.1% |
| 30D | -9.0% | -5.6% | -3.4% | -9.0% |
| 3M | +15.1% | -30.2% | +45.3% | +15.3% |
| 6M | +38.1% | -43.4% | +81.5% | +38.4% |
| YTD | +80.7% | +9.6% | +71.0% | +80.2% |
| 1Y | +167.5% | -2.0% | +169.5% | +166.7% |
| 3Y | +366.0% | +825.0% | -459.0% | +358.8% |
| 5Y | +1,088.8% | +199.8% | +888.9% | +1,071.6% |
| All | +1,182.9% | -98.4% | +1,281.3% | +1,302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling