+1,098.9%
ATI vs DOC
-24.5%
+1,123.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.7% |
| 7D | -0.1% | -1.5% | +1.4% | +0.5% |
| 30D | +2.7% | -4.8% | +7.5% | +4.4% |
| 3M | +16.3% | +6.9% | +9.4% | +12.4% |
| 6M | +30.2% | +20.7% | +9.4% | +18.8% |
| YTD | +83.6% | +34.1% | +49.4% | +59.6% |
| 1Y | +173.0% | +22.6% | +150.4% | +145.2% |
| 3Y | +356.6% | +20.8% | +335.8% | +304.5% |
| All | +1,098.9% | -24.5% | +1,123.4% | +1,229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling