+1,844.1%
ATI vs RCAT
-100.0%
+1,944.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.0% |
| 7D | -0.1% | -1.4% | +1.4% | 0.0% |
| 30D | +2.7% | -3.3% | +6.0% | +2.7% |
| 3M | +16.3% | -43.2% | +59.5% | +16.5% |
| 6M | +30.2% | -43.2% | +73.4% | +30.4% |
| YTD | +83.6% | +5.5% | +78.0% | +83.3% |
| 1Y | +173.0% | -1.6% | +174.6% | +172.5% |
| 3Y | +356.6% | +773.7% | -417.1% | +350.9% |
| 5Y | +1,074.2% | +187.6% | +886.6% | +1,060.8% |
| 10Y | +1,136.2% | -98.5% | +1,234.7% | +1,058.5% |
| All | +1,844.1% | -100.0% | +1,944.1% | +1,254.6% |
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