+1,117.0%
ATI vs DVA
+7,885.9%
-6,768.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +2.4% | +2.0% | +0.4% | +1.7% |
| 30D | -9.5% | -0.4% | -9.1% | -9.4% |
| 3M | +10.4% | -7.7% | +18.0% | +11.8% |
| 6M | +31.8% | +20.0% | +11.8% | +21.0% |
| YTD | +80.0% | +61.1% | +18.9% | +47.9% |
| 1Y | +175.8% | +33.9% | +142.0% | +140.7% |
| 3Y | +364.2% | +91.5% | +272.7% | +245.0% |
| 5Y | +1,076.9% | +41.8% | +1,035.1% | +834.9% |
| 10Y | +1,178.1% | +187.5% | +990.6% | +677.7% |
| All | +1,117.0% | +7,885.9% | -6,768.9% | +371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling