+86.3%
ATI vs DRI
+31.8%
+54.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +1.3% | +4.2% | -2.9% | +0.7% |
| 30D | -4.8% | +15.7% | -20.4% | -6.7% |
| 3M | -19.9% | +5.8% | -25.7% | -20.5% |
| 6M | +15.4% | +18.4% | -3.1% | +11.5% |
| YTD | +59.2% | +28.2% | +31.0% | +47.2% |
| 1Y | +86.3% | +35.9% | +50.4% | +66.3% |
| All | +86.3% | +31.8% | +54.4% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling