+1,025.5%
ATI vs DVA
+46.8%
+978.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -13.7% | 0.0% | -13.8% | -13.7% |
| 3M | -0.4% | -10.9% | +10.6% | +1.1% |
| 6M | +26.2% | +17.3% | +9.0% | +18.6% |
| YTD | +73.2% | +59.8% | +13.4% | +49.2% |
| 1Y | +161.6% | +36.3% | +125.4% | +134.6% |
| 3Y | +346.2% | +88.6% | +257.6% | +258.5% |
| All | +1,025.5% | +46.8% | +978.7% | +896.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling