-100.0%
DFNS vs ATI
+1,744.6%
-1,844.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.4% | -16.7% | -11.4% |
| 7D | -44.0% | +6.2% | -50.2% | -43.3% |
| 30D | -69.1% | -7.1% | -62.0% | -69.5% |
| 3M | -95.6% | -21.3% | -74.3% | -95.8% |
| 6M | -96.2% | +6.5% | -102.7% | -96.0% |
| YTD | -99.6% | +53.2% | -152.8% | -99.6% |
| 1Y | -99.7% | +82.7% | -182.5% | -99.7% |
| 3Y | -100.0% | +314.3% | -414.3% | -100.0% |
| 5Y | -100.0% | +890.9% | -990.9% | -100.0% |
| All | -100.0% | +1,744.6% | -1,844.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling