-45.7%
RDDT vs ATI
+86.4%
-132.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.1% |
| 7D | -24.4% | +8.3% | -32.7% | -25.1% |
| 30D | -32.3% | -7.3% | -25.0% | -31.2% |
| 3M | -36.3% | -10.5% | -25.8% | -34.9% |
| 6M | -39.7% | +16.4% | -56.1% | -42.4% |
| YTD | -55.7% | +56.1% | -111.7% | -60.5% |
| 1Y | -45.7% | +86.5% | -132.3% | -57.9% |
| All | -45.7% | +86.4% | -132.2% | -57.9% |
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