+350.2%
RCL vs ATI
+1,051.1%
-700.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -0.5% | +3.2% | -3.6% | -1.9% |
| 30D | -17.3% | -9.0% | -8.3% | -13.8% |
| 3M | -2.8% | +15.1% | -17.8% | -10.0% |
| 6M | -4.4% | +38.1% | -42.5% | -18.8% |
| YTD | -4.2% | +80.7% | -84.8% | -28.6% |
| 1Y | -23.4% | +167.5% | -190.9% | -53.1% |
| 3Y | +179.4% | +366.0% | -186.6% | +23.7% |
| 5Y | +238.8% | +1,088.8% | -850.0% | -7.1% |
| 10Y | +350.2% | +1,055.0% | -704.8% | +6.1% |
| All | +350.2% | +1,051.1% | -700.9% | +6.1% |
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