+1,107.9%
ATI vs DRI
+73.5%
+1,034.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | -0.1% | +0.6% | -0.6% | -0.3% |
| 30D | +2.7% | +3.8% | -1.1% | +1.0% |
| 3M | +16.3% | +13.0% | +3.3% | +10.1% |
| 6M | +30.2% | +8.3% | +21.9% | +25.0% |
| YTD | +83.6% | +20.6% | +62.9% | +67.6% |
| 1Y | +173.0% | +6.5% | +166.5% | +161.6% |
| 3Y | +356.6% | +53.7% | +302.9% | +267.4% |
| All | +1,107.9% | +73.5% | +1,034.3% | +807.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling