+1,141.3%
ATI vs DD
+312.1%
+829.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | -0.1% | -3.5% | +3.5% | +2.6% |
| 30D | +2.7% | -10.3% | +13.0% | +11.0% |
| 3M | +16.3% | -7.5% | +23.9% | +22.7% |
| 6M | +30.2% | -8.0% | +38.2% | +37.5% |
| YTD | +83.6% | +10.5% | +73.1% | +67.7% |
| 1Y | +173.0% | +38.3% | +134.7% | +108.7% |
| 3Y | +356.6% | +42.5% | +314.2% | +226.7% |
| 5Y | +1,074.2% | +60.2% | +1,014.0% | +643.4% |
| 10Y | +1,136.2% | +68.9% | +1,067.4% | +645.6% |
| All | +1,141.3% | +312.1% | +829.2% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling