+346.7%
ATI vs DTE
+45.3%
+301.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.4% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | -13.5% | -2.4% | -11.1% | -13.1% |
| 3M | +8.5% | -7.3% | +15.8% | +9.9% |
| 6M | +25.2% | -7.6% | +32.8% | +26.8% |
| YTD | +73.4% | +5.8% | +67.6% | +70.7% |
| 1Y | +160.5% | +2.3% | +158.2% | +157.5% |
| All | +346.7% | +45.3% | +301.4% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling