+131.9%
RTX vs ATI
+906.2%
-774.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -2.1% |
| 7D | -5.1% | +6.2% | -11.3% | -6.4% |
| 30D | +5.1% | -7.1% | +12.2% | +6.4% |
| 3M | -14.8% | -21.3% | +6.5% | -10.9% |
| 6M | +8.0% | +6.5% | +1.6% | +5.3% |
| YTD | +4.5% | +53.2% | -48.7% | -6.2% |
| 1Y | +9.8% | +82.7% | -72.9% | -5.1% |
| 3Y | +144.2% | +314.3% | -170.1% | +70.3% |
| All | +131.9% | +906.2% | -774.3% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling