+1,954.7%
RTX vs ATI
+1,117.2%
+837.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -9.4% | +2.7% | -12.1% | -10.1% |
| 3M | +12.3% | +16.3% | -4.0% | +7.6% |
| 6M | -3.1% | +30.2% | -33.3% | -10.2% |
| YTD | +10.7% | +83.6% | -72.9% | -5.8% |
| 1Y | +28.4% | +173.0% | -144.6% | -1.3% |
| 3Y | +147.1% | +356.6% | -209.6% | +60.8% |
| 5Y | +167.2% | +1,074.2% | -906.9% | +32.6% |
| 10Y | +274.7% | +1,136.2% | -861.5% | +60.9% |
| All | +1,954.7% | +1,117.2% | +837.5% | +473.7% |
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