-19.1%
RKT vs ATI
+91.4%
-110.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | -3.8% | +4.7% | -8.5% | -5.4% |
| 30D | +32.8% | -0.2% | +33.1% | +32.3% |
| 3M | +0.8% | -18.5% | +19.3% | +10.1% |
| 6M | -2.6% | +16.4% | -19.0% | -15.9% |
| YTD | -25.4% | +63.4% | -88.8% | -53.7% |
| 1Y | -19.1% | +91.5% | -110.6% | -55.4% |
| All | -19.1% | +91.4% | -110.5% | -55.4% |
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