+15.8%
RDDT vs ATI
+27.3%
-11.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.7% | +9.7% | +6.8% |
| 7D | -0.4% | -2.7% | +2.3% | +0.1% |
| 30D | -0.5% | -13.5% | +13.0% | +2.3% |
| 3M | -9.8% | +8.5% | -18.3% | -11.9% |
| 6M | +15.8% | +25.2% | -9.4% | +8.7% |
| All | +15.8% | +27.3% | -11.5% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling