+25.9%
RCL vs ATI
+77.9%
-52.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | -0.5% |
| 7D | +6.5% | +6.2% | +0.3% | +3.6% |
| 30D | +15.9% | -7.1% | +23.0% | +18.9% |
| 3M | +2.7% | -21.3% | +24.0% | +13.2% |
| 6M | +15.2% | +6.5% | +8.7% | +6.1% |
| YTD | +19.2% | +53.2% | -33.9% | -13.3% |
| All | +25.9% | +77.9% | -52.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling