+930.3%
ATI vs RCAT
-99.8%
+1,030.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.7% |
| 7D | +4.2% | -5.9% | +10.1% | +4.2% |
| 30D | -2.5% | -19.7% | +17.1% | -2.4% |
| 3M | -19.4% | -62.9% | +43.4% | -18.9% |
| 6M | +11.1% | -59.6% | +70.7% | +11.7% |
| YTD | +59.5% | -52.1% | +111.6% | +60.0% |
| 1Y | +85.8% | -50.9% | +136.7% | +86.2% |
| 3Y | +311.9% | +333.8% | -21.9% | +308.1% |
| 5Y | +963.2% | +40.7% | +922.5% | +954.7% |
| All | +930.3% | -99.8% | +1,030.1% | +1,047.3% |
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