+314.3%
ATI vs RCAT
+339.1%
-24.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.6% | -14.2% | +2.9% |
| 7D | +6.2% | -12.7% | +18.9% | +7.1% |
| 30D | -7.1% | -34.3% | +27.2% | -4.2% |
| 3M | -21.3% | -53.4% | +32.1% | -16.9% |
| 6M | +6.5% | -62.0% | +68.4% | +13.0% |
| YTD | +53.2% | -49.1% | +102.2% | +56.6% |
| 1Y | +82.7% | -53.1% | +135.8% | +87.0% |
| 3Y | +314.3% | +318.7% | -4.3% | +287.8% |
| All | +314.3% | +339.1% | -24.8% | +287.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling