+273.8%
RTX vs ATI
+1,119.3%
-845.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +2.1% |
| 7D | -3.2% | +6.0% | -9.2% | -4.8% |
| 30D | +5.6% | -3.6% | +9.2% | +6.1% |
| 3M | -11.7% | -18.9% | +7.2% | -7.0% |
| 6M | +12.3% | +16.7% | -4.4% | +5.8% |
| YTD | +8.2% | +61.1% | -52.9% | -7.6% |
| 1Y | +12.6% | +89.3% | -76.7% | -8.3% |
| 3Y | +152.8% | +333.3% | -180.5% | +53.6% |
| 5Y | +140.2% | +954.5% | -814.3% | +5.3% |
| 10Y | +273.8% | +1,067.0% | -793.2% | +40.8% |
| All | +273.8% | +1,119.3% | -845.6% | +40.8% |
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