+1,090.2%
ATI vs DVA
+187.8%
+902.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -13.7% | 0.0% | -13.8% | -13.7% |
| 3M | -0.4% | -10.9% | +10.6% | +2.1% |
| 6M | +26.2% | +17.3% | +9.0% | +15.3% |
| YTD | +73.2% | +59.8% | +13.4% | +38.4% |
| 1Y | +161.6% | +36.3% | +125.4% | +122.1% |
| 3Y | +346.2% | +88.6% | +257.6% | +213.9% |
| 5Y | +1,047.6% | +47.5% | +1,000.1% | +765.4% |
| All | +1,090.2% | +187.8% | +902.4% | +543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling