-99.7%
DFNS vs ATI
+93.9%
-193.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.4% | -20.8% | -19.0% |
| 7D | -12.7% | +13.0% | -25.6% | -9.7% |
| 30D | -65.2% | +0.2% | -65.4% | -65.2% |
| 3M | -94.6% | -17.5% | -77.1% | -95.0% |
| 6M | -96.2% | +18.1% | -114.3% | -96.0% |
| YTD | -99.6% | +65.7% | -165.3% | -99.6% |
| 1Y | -99.7% | +91.9% | -191.6% | -99.7% |
| All | -99.7% | +93.9% | -193.6% | -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