+327.8%
ATI vs DD
+89.9%
+237.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +13.0% | +6.7% | +6.2% | +9.1% |
| 30D | +0.2% | +19.4% | -19.2% | -8.9% |
| 3M | -17.5% | +7.6% | -25.1% | -20.8% |
| 6M | +18.1% | +2.9% | +15.2% | +15.7% |
| YTD | +65.7% | +29.9% | +35.8% | +42.6% |
| 1Y | +91.9% | +28.6% | +63.3% | +65.9% |
| All | +327.8% | +89.9% | +237.9% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling