+970.1%
ATI vs DG
+105.9%
+864.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +13.0% | -2.5% | +15.4% | +13.4% |
| 30D | +0.2% | +7.7% | -7.5% | -1.4% |
| 3M | -17.5% | +13.1% | -30.6% | -19.7% |
| 6M | +18.1% | +32.0% | -13.9% | +11.0% |
| YTD | +65.7% | +3.3% | +62.4% | +63.1% |
| 1Y | +91.9% | +31.7% | +60.3% | +80.1% |
| 3Y | +335.2% | +21.7% | +313.6% | +296.2% |
| 5Y | +1,004.3% | -34.7% | +1,039.0% | +1,096.3% |
| All | +970.1% | +105.9% | +864.2% | +521.4% |
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