+989.2%
ATI vs DRI
+4,154.7%
-3,165.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.6% | +4.4% |
| 7D | +6.0% | +3.1% | +2.9% | +4.3% |
| 30D | -3.6% | +16.2% | -19.9% | -10.8% |
| 3M | -18.9% | +8.4% | -27.2% | -22.7% |
| 6M | +16.7% | +19.0% | -2.3% | +5.2% |
| YTD | +61.1% | +28.8% | +32.2% | +38.6% |
| 1Y | +89.3% | +33.1% | +56.2% | +59.9% |
| 3Y | +333.3% | +70.8% | +262.5% | +213.5% |
| 5Y | +954.5% | +74.2% | +880.2% | +638.7% |
| 10Y | +1,067.0% | +345.5% | +721.5% | +377.1% |
| All | +989.2% | +4,154.7% | -3,165.5% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling