+1,076.9%
ATI vs DD
+59.3%
+1,017.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.1% |
| 7D | +2.4% | -3.8% | +6.2% | +4.7% |
| 30D | -9.5% | -9.2% | -0.3% | -4.3% |
| 3M | +10.4% | -9.0% | +19.4% | +16.2% |
| 6M | +31.8% | -5.0% | +36.8% | +35.0% |
| YTD | +80.0% | +7.4% | +72.6% | +70.7% |
| 1Y | +175.8% | +35.1% | +140.7% | +126.6% |
| 3Y | +364.2% | +43.2% | +321.0% | +255.7% |
| 5Y | +1,076.9% | +59.6% | +1,017.2% | +700.6% |
| All | +1,076.9% | +59.3% | +1,017.5% | +700.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling