-20.0%
RKT vs ATI
+1,903.5%
-1,923.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.7% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +25.9% | -4.8% | +30.6% | +26.5% |
| 3M | +5.0% | -19.9% | +24.9% | +8.9% |
| 6M | -7.9% | +15.4% | -23.3% | -11.3% |
| YTD | -25.4% | +59.2% | -84.6% | -31.9% |
| 1Y | -15.4% | +86.3% | -101.7% | -24.7% |
| 3Y | +83.3% | +318.2% | -234.9% | +37.3% |
| 5Y | -0.8% | +958.6% | -959.4% | -31.5% |
| All | -20.0% | +1,903.5% | -1,923.6% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling