+379.0%
RCL vs ATI
+1,119.3%
-740.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +0.6% |
| 7D | +5.0% | +6.0% | -1.0% | +1.9% |
| 30D | +19.4% | -3.6% | +23.0% | +20.6% |
| 3M | +5.9% | -18.9% | +24.8% | +15.8% |
| 6M | +23.8% | +16.7% | +7.1% | +12.5% |
| YTD | +22.8% | +61.1% | -38.3% | -4.8% |
| 1Y | +34.3% | +89.3% | -55.0% | -3.6% |
| 3Y | +276.4% | +333.3% | -56.9% | +67.7% |
| 5Y | +281.6% | +954.5% | -672.9% | +6.4% |
| 10Y | +379.0% | +1,067.0% | -688.0% | +15.1% |
| All | +379.0% | +1,119.3% | -740.3% | +15.1% |
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