+264.9%
ROK vs ATI
+1,002.4%
-737.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +6.1% | +13.0% | -6.9% | +2.4% |
| 30D | -6.5% | +0.2% | -6.7% | -6.7% |
| 3M | -10.2% | -17.5% | +7.3% | -5.6% |
| 6M | -10.6% | +18.1% | -28.7% | -15.5% |
| YTD | +4.9% | +65.7% | -60.8% | -10.0% |
| 1Y | +3.8% | +91.9% | -88.1% | -14.5% |
| 3Y | +63.5% | +335.2% | -271.7% | +3.4% |
| 5Y | +30.9% | +1,004.3% | -973.4% | -37.3% |
| All | +264.9% | +1,002.4% | -737.4% | +56.5% |
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