+346.7%
ATI vs DVA
+89.4%
+257.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -13.5% | +1.7% | -15.2% | -13.7% |
| 3M | +8.5% | -8.7% | +17.2% | +8.9% |
| 6M | +25.2% | +19.7% | +5.5% | +18.1% |
| YTD | +73.4% | +59.6% | +13.8% | +53.5% |
| 1Y | +160.5% | +37.1% | +123.4% | +137.4% |
| All | +346.7% | +89.4% | +257.3% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling