+1,091.6%
ATI vs DG
+99.2%
+992.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.4% |
| 7D | -2.7% | -6.3% | +3.6% | -1.5% |
| 30D | -13.5% | +2.4% | -15.9% | -14.0% |
| 3M | +8.5% | +12.4% | -3.9% | +5.5% |
| 6M | +25.2% | -14.9% | +40.1% | +28.4% |
| YTD | +73.4% | -6.1% | +79.5% | +74.2% |
| 1Y | +160.5% | +17.9% | +142.6% | +149.3% |
| 3Y | +347.3% | +3.1% | +344.1% | +323.2% |
| 5Y | +1,049.0% | -38.7% | +1,087.6% | +1,150.2% |
| All | +1,091.6% | +99.2% | +992.4% | +530.9% |
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 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