+1,117.0%
ATI vs DGX
+4,283.5%
-3,166.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.4% | -2.2% | +4.6% | +3.3% |
| 30D | -9.5% | -0.9% | -8.6% | -9.2% |
| 3M | +10.4% | +15.6% | -5.2% | +3.4% |
| 6M | +31.8% | +17.8% | +14.0% | +22.2% |
| YTD | +80.0% | +37.5% | +42.5% | +56.0% |
| 1Y | +175.8% | +31.2% | +144.7% | +142.8% |
| 3Y | +364.2% | +96.6% | +267.6% | +236.0% |
| 5Y | +1,076.9% | +64.9% | +1,012.0% | +802.8% |
| 10Y | +1,178.1% | +254.6% | +923.5% | +587.3% |
| All | +1,117.0% | +4,283.5% | -3,166.4% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling