+1,091.6%
ATI vs DRI
+348.7%
+742.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.2% |
| 7D | -2.7% | -4.8% | +2.1% | -0.1% |
| 30D | -13.5% | -5.2% | -8.3% | -11.3% |
| 3M | +8.5% | +2.7% | +5.8% | +6.1% |
| 6M | +25.2% | +3.6% | +21.6% | +21.2% |
| YTD | +73.4% | +15.4% | +58.0% | +57.3% |
| 1Y | +160.5% | +1.3% | +159.3% | +152.0% |
| 3Y | +347.3% | +53.1% | +294.2% | +234.6% |
| 5Y | +1,049.0% | +64.6% | +984.4% | +704.2% |
| All | +1,091.6% | +348.7% | +742.9% | +277.8% |
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