+275.2%
RTX vs ATI
+1,051.1%
-776.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.1% | +3.2% | -6.3% | -4.0% |
| 30D | -10.6% | -9.0% | -1.6% | -8.3% |
| 3M | +11.6% | +15.1% | -3.4% | +6.7% |
| 6M | -4.5% | +38.1% | -42.6% | -13.8% |
| YTD | +9.6% | +80.7% | -71.1% | -8.4% |
| 1Y | +30.8% | +167.5% | -136.7% | -2.6% |
| 3Y | +152.8% | +366.0% | -213.2% | +52.9% |
| 5Y | +167.1% | +1,088.8% | -921.7% | +15.8% |
| 10Y | +275.2% | +1,055.0% | -779.8% | +39.6% |
| All | +275.2% | +1,051.1% | -776.0% | +39.6% |
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