+25.8%
ROK vs ATI
+163.6%
-137.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | +0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | -5.4% | -13.5% | +8.1% | -1.0% |
| 3M | -4.0% | +8.5% | -12.5% | -7.6% |
| 6M | +13.3% | +25.2% | -11.8% | +2.9% |
| YTD | +9.3% | +73.4% | -64.1% | -9.2% |
| 1Y | +25.8% | +160.5% | -134.7% | -3.3% |
| All | +25.8% | +163.6% | -137.8% | -3.3% |
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 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