+322.1%
ATI vs DOC
+43.5%
+278.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.3% |
| 7D | +8.3% | +8.7% | -0.4% | +6.6% |
| 30D | -7.3% | +7.6% | -14.9% | -8.7% |
| 3M | -10.5% | -5.3% | -5.3% | -9.6% |
| 6M | +16.4% | +27.6% | -11.2% | +8.0% |
| YTD | +56.1% | +32.4% | +23.7% | +43.3% |
| 1Y | +86.5% | +22.9% | +63.7% | +74.5% |
| All | +322.1% | +43.5% | +278.6% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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