+854.0%
RCL vs ATI
+915.7%
-61.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | -0.4% |
| 7D | +6.5% | +6.2% | +0.3% | +3.9% |
| 30D | +15.9% | -7.1% | +23.0% | +18.7% |
| 3M | +2.7% | -21.3% | +24.0% | +12.2% |
| 6M | +15.2% | +6.5% | +8.7% | +10.5% |
| YTD | +19.2% | +53.2% | -33.9% | -1.5% |
| 1Y | +31.6% | +82.7% | -51.1% | +1.4% |
| 3Y | +274.2% | +314.3% | -40.1% | +96.6% |
| 5Y | +250.1% | +890.9% | -640.8% | +27.8% |
| 10Y | +388.4% | +1,142.3% | -753.9% | +43.5% |
| All | +854.0% | +915.7% | -61.7% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling