+341.2%
ROK vs ATI
+1,155.5%
-814.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | -0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -5.4% | -13.5% | +8.1% | -1.7% |
| 3M | -4.0% | +8.5% | -12.5% | -6.7% |
| 6M | +13.3% | +25.2% | -11.8% | +5.6% |
| YTD | +9.3% | +73.4% | -64.1% | -7.0% |
| 1Y | +25.8% | +160.5% | -134.7% | -4.7% |
| 3Y | +49.1% | +347.3% | -298.2% | -6.0% |
| 5Y | +45.9% | +1,049.0% | -1,003.1% | -30.5% |
| All | +341.2% | +1,155.5% | -814.4% | +83.2% |
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