+3,712.7%
ROK vs ATI
+983.6%
+2,729.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.5% |
| 7D | -8.5% | +4.7% | -13.2% | -9.6% |
| 30D | -6.4% | -0.2% | -6.2% | -6.5% |
| 3M | -8.8% | -18.5% | +9.6% | -3.4% |
| 6M | -10.5% | +16.4% | -26.9% | -15.4% |
| YTD | +5.4% | +63.4% | -58.0% | -10.6% |
| 1Y | +5.0% | +91.5% | -86.5% | -15.2% |
| 3Y | +64.3% | +329.2% | -264.9% | -0.6% |
| 5Y | +34.0% | +966.7% | -932.8% | -40.9% |
| 10Y | +268.2% | +1,003.8% | -735.6% | +32.6% |
| All | +3,712.7% | +983.6% | +2,729.1% | +872.5% |
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 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