+311.9%
ATI vs DVA
+105.9%
+206.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +4.2% | -8.8% | +12.9% | +5.6% |
| 30D | -2.5% | -3.4% | +0.9% | -2.2% |
| 3M | -19.4% | -2.6% | -16.8% | -19.4% |
| 6M | +11.1% | -11.9% | +23.0% | +11.6% |
| YTD | +59.5% | +53.6% | +5.9% | +38.9% |
| 1Y | +85.8% | +41.9% | +43.9% | +64.8% |
| 3Y | +311.9% | +97.5% | +214.4% | +238.3% |
| All | +311.9% | +105.9% | +206.0% | +238.3% |
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 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