+645.7%
ATI vs DG
+606.1%
+39.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.7% |
| 7D | -0.1% | +8.4% | -8.4% | -1.9% |
| 30D | +2.7% | +4.9% | -2.2% | +1.4% |
| 3M | +16.3% | +29.3% | -13.0% | +8.8% |
| 6M | +30.2% | -11.3% | +41.4% | +32.8% |
| YTD | +83.6% | +1.8% | +81.8% | +81.1% |
| 1Y | +173.0% | +25.3% | +147.7% | +154.9% |
| 3Y | +356.6% | +9.1% | +347.6% | +319.8% |
| 5Y | +1,074.2% | -34.9% | +1,109.1% | +1,137.3% |
| 10Y | +1,136.2% | +108.2% | +1,028.1% | +723.0% |
| All | +645.7% | +606.1% | +39.6% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling