-99.9%
DFNS vs ATI
+2,075.4%
-2,175.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.1% |
| 7D | +0.8% | +3.2% | -2.4% | +1.4% |
| 30D | -73.2% | -9.0% | -64.2% | -73.8% |
| 3M | -72.4% | +15.1% | -87.5% | -71.1% |
| 6M | -95.2% | +38.1% | -133.3% | -94.8% |
| YTD | -98.0% | +80.7% | -178.6% | -97.7% |
| 1Y | -98.3% | +167.5% | -265.8% | -97.8% |
| 3Y | -99.9% | +366.0% | -465.9% | -99.8% |
| 5Y | -99.9% | +1,088.8% | -1,188.6% | -99.8% |
| All | -99.9% | +2,075.4% | -2,175.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling