+930.3%
ATI vs DRI
+331.7%
+598.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | +4.2% | +1.1% | +3.1% | +3.6% |
| 30D | -2.5% | +9.7% | -12.2% | -7.3% |
| 3M | -19.4% | +3.2% | -22.6% | -21.4% |
| 6M | +11.1% | +20.6% | -9.5% | -1.0% |
| YTD | +59.5% | +28.3% | +31.3% | +36.2% |
| 1Y | +85.8% | +34.5% | +51.2% | +54.3% |
| 3Y | +311.9% | +66.5% | +245.4% | +194.3% |
| 5Y | +963.2% | +79.6% | +883.6% | +610.0% |
| All | +930.3% | +331.7% | +598.6% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling