+263.4%
ROK vs ATI
+961.4%
-698.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.6% |
| 7D | +7.1% | +4.2% | +2.9% | +5.8% |
| 30D | -5.0% | -2.5% | -2.4% | -4.4% |
| 3M | -9.4% | -19.4% | +10.0% | -4.1% |
| 6M | -11.0% | +11.1% | -22.1% | -14.4% |
| YTD | +4.4% | +59.5% | -55.1% | -9.5% |
| 1Y | +7.4% | +85.8% | -78.4% | -10.8% |
| 3Y | +61.0% | +311.9% | -250.9% | +3.3% |
| 5Y | +30.4% | +963.2% | -932.9% | -36.9% |
| All | +263.4% | +961.4% | -698.0% | +57.5% |
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