+966.7%
ATI vs DG
-32.2%
+998.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.7% | -3.0% | +7.7% | +4.8% |
| 30D | -0.2% | +8.6% | -8.9% | -0.6% |
| 3M | -18.5% | +15.0% | -33.5% | -19.1% |
| 6M | +16.4% | +32.7% | -16.3% | +14.2% |
| YTD | +63.4% | +5.5% | +57.9% | +62.9% |
| 1Y | +91.5% | +34.6% | +56.9% | +89.0% |
| 3Y | +329.2% | +24.2% | +305.0% | +323.1% |
| 5Y | +966.7% | -32.3% | +999.0% | +1,022.5% |
| All | +966.7% | -32.2% | +998.9% | +1,022.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling