-99.6%
DFNS vs ATI
+86.4%
-186.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.7% | -17.7% | -18.5% |
| 7D | -27.7% | +8.3% | -36.0% | -25.6% |
| 30D | -58.0% | -7.3% | -50.7% | -58.9% |
| 3M | -94.0% | -10.5% | -83.5% | -94.1% |
| 6M | -94.6% | +16.4% | -111.0% | -94.4% |
| YTD | -99.4% | +56.1% | -155.5% | -99.4% |
| 1Y | -99.6% | +86.5% | -186.2% | -99.7% |
| All | -99.6% | +86.4% | -186.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling