-98.3%
DFNS vs ATI
+166.4%
-264.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.7% |
| 7D | +4.6% | +2.4% | +2.2% | +5.0% |
| 30D | -73.9% | -9.5% | -64.4% | -74.5% |
| 3M | -71.7% | +10.4% | -82.1% | -70.0% |
| 6M | -94.6% | +31.8% | -126.4% | -94.6% |
| YTD | -98.1% | +80.0% | -178.1% | -98.4% |
| 1Y | -98.3% | +175.8% | -274.1% | -99.1% |
| All | -98.3% | +166.4% | -264.7% | -99.1% |
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