+161.6%
ATI vs DD
+34.9%
+126.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -5.6% | -3.5% | -2.1% | -3.9% |
| 30D | -13.7% | -11.7% | -2.1% | -8.2% |
| 3M | -0.4% | -9.2% | +8.9% | +4.2% |
| 6M | +26.2% | -7.2% | +33.4% | +30.0% |
| YTD | +73.2% | +6.6% | +66.6% | +68.5% |
| 1Y | +161.6% | +32.0% | +129.6% | +131.1% |
| All | +161.6% | +34.9% | +126.7% | +131.1% |
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