+86.5%
ATI vs DG
+45.3%
+41.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.5% | -9.2% | -1.0% |
| 7D | +8.3% | +12.3% | -3.9% | +7.8% |
| 30D | -7.3% | +19.3% | -26.5% | -8.3% |
| 3M | -10.5% | +11.9% | -22.4% | -11.0% |
| 6M | +16.4% | +25.0% | -8.6% | +13.0% |
| YTD | +56.1% | +8.7% | +47.3% | +58.5% |
| 1Y | +86.5% | +44.7% | +41.8% | +79.9% |
| All | +86.5% | +45.3% | +41.3% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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