+144.1%
RTX vs ATI
+302.5%
-158.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -2.1% |
| 7D | -5.1% | +6.2% | -11.3% | -6.2% |
| 30D | +5.1% | -7.1% | +12.2% | +6.2% |
| 3M | -14.8% | -21.3% | +6.5% | -11.2% |
| 6M | +8.0% | +6.5% | +1.6% | +5.5% |
| YTD | +4.5% | +53.2% | -48.7% | -5.3% |
| 1Y | +9.8% | +82.7% | -72.9% | -3.7% |
| All | +144.1% | +302.5% | -158.4% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling