+63.2%
DHI vs ATI
+1,029.4%
-966.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -5.6% | +2.2% | -2.3% |
| 30D | -5.4% | -13.7% | +8.3% | -2.8% |
| 3M | -10.4% | -0.4% | -10.1% | -10.8% |
| 6M | -2.8% | +26.2% | -29.0% | -8.0% |
| YTD | -3.4% | +73.2% | -76.6% | -14.1% |
| 1Y | -22.9% | +161.6% | -184.5% | -36.9% |
| 3Y | +20.7% | +346.2% | -325.5% | -15.5% |
| All | +63.2% | +1,029.4% | -966.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling