-20.1%
RKT vs ATI
+1,956.3%
-1,976.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | -3.8% | +4.7% | -8.5% | -4.7% |
| 30D | +32.8% | -0.2% | +33.1% | +32.3% |
| 3M | +0.8% | -18.5% | +19.3% | +4.2% |
| 6M | -2.6% | +16.4% | -19.0% | -6.4% |
| YTD | -25.4% | +63.4% | -88.8% | -32.3% |
| 1Y | -19.1% | +91.5% | -110.6% | -28.4% |
| 3Y | +83.2% | +329.2% | -246.0% | +36.5% |
| 5Y | +0.8% | +966.7% | -965.9% | -30.7% |
| All | -20.1% | +1,956.3% | -1,976.4% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling