-100.0%
DFNS vs ATI
+1,839.7%
-1,939.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.1% | -2.0% |
| 7D | -42.8% | +6.0% | -48.8% | -42.2% |
| 30D | -67.6% | -3.6% | -63.9% | -67.8% |
| 3M | -94.9% | -18.9% | -76.0% | -95.1% |
| 6M | -96.7% | +16.7% | -113.4% | -96.6% |
| YTD | -99.6% | +61.1% | -160.7% | -99.6% |
| 1Y | -99.7% | +89.3% | -189.0% | -99.7% |
| 3Y | -100.0% | +333.3% | -433.3% | -100.0% |
| 5Y | -100.0% | +954.5% | -1,054.5% | -100.0% |
| All | -100.0% | +1,839.7% | -1,939.6% | -100.0% |
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