+330.2%
RCL vs ATI
+1,002.4%
-672.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.6% |
| 7D | -0.2% | +13.0% | -13.2% | -5.9% |
| 30D | +14.4% | +0.2% | +14.2% | +13.4% |
| 3M | +5.2% | -17.5% | +22.6% | +14.0% |
| 6M | +26.1% | +18.1% | +8.0% | +13.9% |
| YTD | +17.4% | +65.7% | -48.4% | -10.3% |
| 1Y | +24.7% | +91.9% | -67.2% | -11.1% |
| 3Y | +250.9% | +335.2% | -84.3% | +56.0% |
| 5Y | +293.8% | +1,004.3% | -710.5% | +7.4% |
| All | +330.2% | +1,002.4% | -672.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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