+1,141.3%
ATI vs DOC
+785.4%
+355.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +4.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.8% |
| 30D | +2.7% | -4.8% | +7.5% | +5.3% |
| 3M | +16.3% | +6.9% | +9.4% | +10.6% |
| 6M | +30.2% | +20.7% | +9.4% | +13.6% |
| YTD | +83.6% | +34.1% | +49.4% | +49.5% |
| 1Y | +173.0% | +22.6% | +150.4% | +132.9% |
| 3Y | +356.6% | +20.8% | +335.8% | +278.9% |
| 5Y | +1,074.2% | -24.9% | +1,099.1% | +1,191.2% |
| 10Y | +1,136.2% | -1.8% | +1,138.0% | +1,018.4% |
| All | +1,141.3% | +785.4% | +355.8% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling