+4,833.1%
DHI vs ATI
+1,049.8%
+3,783.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.2% | -1.3% |
| 7D | -6.1% | -2.7% | -3.4% | -5.3% |
| 30D | -10.1% | -13.5% | +3.4% | -6.1% |
| 3M | -7.3% | +8.5% | -15.8% | -10.4% |
| 6M | -6.1% | +25.2% | -31.3% | -13.6% |
| YTD | -5.0% | +73.4% | -78.4% | -21.3% |
| 1Y | -22.1% | +160.5% | -182.6% | -43.6% |
| 3Y | +19.2% | +347.3% | -328.1% | -31.4% |
| 5Y | +59.4% | +1,049.0% | -989.6% | -35.7% |
| 10Y | +401.8% | +1,131.4% | -729.6% | +56.7% |
| All | +4,833.1% | +1,049.8% | +3,783.2% | +906.7% |
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 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