+234.8%
RCL vs ATI
+1,074.8%
-840.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.5% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -19.0% | +2.7% | -21.7% | -20.4% |
| 3M | -9.6% | +16.3% | -25.9% | -16.7% |
| 6M | -6.7% | +30.2% | -36.9% | -18.6% |
| YTD | -3.9% | +83.6% | -87.5% | -28.7% |
| 1Y | -25.1% | +173.0% | -198.1% | -54.4% |
| 3Y | +179.1% | +356.6% | -177.5% | +23.0% |
| All | +234.8% | +1,074.8% | -840.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling