+366.0%
ATI vs DG
+10.3%
+355.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.5% |
| 7D | +3.2% | -2.5% | +5.6% | +3.2% |
| 30D | -9.0% | +1.0% | -10.0% | -9.0% |
| 3M | +15.1% | +20.3% | -5.2% | +14.4% |
| 6M | +38.1% | -11.7% | +49.9% | +38.5% |
| YTD | +80.7% | -2.3% | +83.0% | +81.1% |
| 1Y | +167.5% | +20.0% | +147.5% | +168.8% |
| 3Y | +366.0% | +7.2% | +358.8% | +396.9% |
| All | +366.0% | +10.3% | +355.6% | +396.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling