+261.1%
RCL vs ATI
+871.8%
-610.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | -0.6% |
| 7D | +6.5% | +6.2% | +0.3% | +3.5% |
| 30D | +15.9% | -7.1% | +23.0% | +19.0% |
| 3M | +2.7% | -21.3% | +24.0% | +13.5% |
| 6M | +15.2% | +6.5% | +8.7% | +9.3% |
| YTD | +19.2% | +53.2% | -33.9% | -5.0% |
| 1Y | +31.6% | +82.7% | -51.1% | -3.3% |
| 3Y | +274.2% | +314.3% | -40.1% | +67.6% |
| All | +261.1% | +871.8% | -610.6% | -8.8% |
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