+1,049.0%
ATI vs DTE
+31.2%
+1,017.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.0% |
| 30D | -13.5% | -2.4% | -11.1% | -12.7% |
| 3M | +8.5% | -7.3% | +15.8% | +11.2% |
| 6M | +25.2% | -7.6% | +32.8% | +28.4% |
| YTD | +73.4% | +5.8% | +67.6% | +68.4% |
| 1Y | +160.5% | +2.3% | +158.2% | +155.6% |
| 3Y | +347.3% | +45.0% | +302.3% | +265.5% |
| 5Y | +1,049.0% | +33.2% | +1,015.7% | +868.8% |
| All | +1,049.0% | +31.2% | +1,017.7% | +868.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling