+241.9%
RCL vs ATI
+318.7%
-76.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.8% |
| 7D | -1.2% | +4.2% | -5.3% | -2.8% |
| 30D | +17.8% | -2.5% | +20.4% | +18.2% |
| 3M | +4.9% | -19.4% | +24.4% | +12.8% |
| 6M | +23.7% | +11.1% | +12.6% | +16.5% |
| YTD | +17.8% | +59.5% | -41.7% | -3.0% |
| 1Y | +28.9% | +85.8% | -56.8% | +0.6% |
| 3Y | +241.9% | +311.9% | -70.0% | +105.5% |
| All | +241.9% | +318.7% | -76.8% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling