-34.4%
RKT vs ATI
+166.4%
-200.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -1.0% | +2.4% | -3.4% | -1.8% |
| 30D | -2.4% | -9.5% | +7.1% | +1.0% |
| 3M | +1.9% | +10.4% | -8.5% | -3.7% |
| 6M | -13.9% | +31.8% | -45.7% | -25.8% |
| YTD | -30.6% | +80.0% | -110.6% | -44.7% |
| 1Y | -34.4% | +175.8% | -210.2% | -48.8% |
| All | -34.4% | +166.4% | -200.8% | -48.8% |
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