+1,586.3%
ATI vs RCAT
-100.0%
+1,686.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -1.1% |
| 7D | +1.3% | -5.6% | +6.9% | +1.3% |
| 30D | -4.8% | -27.0% | +22.3% | -4.6% |
| 3M | -19.9% | -57.9% | +38.0% | -19.7% |
| 6M | +15.4% | -59.4% | +74.8% | +15.7% |
| YTD | +59.2% | -46.9% | +106.1% | +59.4% |
| 1Y | +86.3% | -54.0% | +140.3% | +86.5% |
| 3Y | +318.2% | +378.4% | -60.2% | +313.9% |
| 5Y | +958.6% | +61.9% | +896.7% | +949.4% |
| 10Y | +996.8% | -99.6% | +1,096.4% | +934.2% |
| All | +1,586.3% | -100.0% | +1,686.3% | +1,078.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling