+930.3%
ATI vs DG
+105.2%
+825.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | -2.5% | +3.2% | -5.8% | -3.3% |
| 3M | -19.4% | +10.4% | -29.8% | -21.2% |
| 6M | +11.1% | +33.2% | -22.1% | +4.3% |
| YTD | +59.5% | +3.0% | +56.6% | +57.1% |
| 1Y | +85.8% | +31.2% | +54.5% | +74.4% |
| 3Y | +311.9% | +21.8% | +290.1% | +274.6% |
| 5Y | +963.2% | -35.0% | +998.2% | +1,052.5% |
| All | +930.3% | +105.2% | +825.1% | +498.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling