+901.1%
ATI vs RCAT
+46.9%
+854.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.6% | -14.2% | +3.0% |
| 7D | +6.2% | -12.7% | +18.9% | +7.1% |
| 30D | -7.1% | -34.3% | +27.2% | -4.4% |
| 3M | -21.3% | -53.4% | +32.1% | -17.2% |
| 6M | +6.5% | -62.0% | +68.4% | +12.6% |
| YTD | +53.2% | -49.1% | +102.2% | +56.4% |
| 1Y | +82.7% | -53.1% | +135.8% | +86.8% |
| 3Y | +314.3% | +318.7% | -4.3% | +254.0% |
| All | +901.1% | +46.9% | +854.2% | +779.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling