+1,117.0%
ATI vs DTE
+1,407.4%
-290.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -9.5% | -0.5% | -9.0% | -9.2% |
| 3M | +10.4% | -6.0% | +16.4% | +14.8% |
| 6M | +31.8% | -7.2% | +39.0% | +37.9% |
| YTD | +80.0% | +7.2% | +72.8% | +68.7% |
| 1Y | +175.8% | +4.1% | +171.8% | +163.1% |
| 3Y | +364.2% | +46.9% | +317.4% | +226.8% |
| 5Y | +1,076.9% | +32.9% | +1,044.0% | +779.4% |
| 10Y | +1,178.1% | +144.5% | +1,033.6% | +486.7% |
| All | +1,117.0% | +1,407.4% | -290.4% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling