+173.0%
ATI vs DD
+41.5%
+131.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -0.1% | -3.5% | +3.5% | +1.8% |
| 30D | +2.7% | -10.3% | +13.0% | +8.3% |
| 3M | +16.3% | -7.5% | +23.9% | +20.5% |
| 6M | +30.2% | -8.0% | +38.2% | +33.8% |
| YTD | +83.6% | +10.5% | +73.1% | +75.5% |
| 1Y | +173.0% | +38.3% | +134.7% | +136.2% |
| All | +173.0% | +41.5% | +131.5% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling