+346.2%
ATI vs DGX
+96.4%
+249.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -5.6% | -0.9% | -4.7% | -5.6% |
| 30D | -13.7% | -1.2% | -12.6% | -13.7% |
| 3M | -0.4% | +15.8% | -16.1% | -1.5% |
| 6M | +26.2% | +18.2% | +8.1% | +24.4% |
| YTD | +73.2% | +37.2% | +36.0% | +69.1% |
| 1Y | +161.6% | +30.4% | +131.3% | +156.1% |
| 3Y | +346.2% | +96.7% | +249.5% | +321.6% |
| All | +346.2% | +96.4% | +249.7% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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