+176.7%
DLR vs ATI
+1,068.2%
-891.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | -1.2% | -9.5% | +8.3% | 0.0% |
| 3M | +2.9% | +10.4% | -7.4% | +1.5% |
| 6M | +6.7% | +31.8% | -25.1% | +2.8% |
| YTD | +23.9% | +80.0% | -56.1% | +15.0% |
| 1Y | +18.6% | +175.8% | -157.2% | +4.5% |
| 3Y | +59.7% | +364.2% | -304.6% | +30.5% |
| 5Y | +42.1% | +1,076.9% | -1,034.8% | +5.3% |
| 10Y | +176.7% | +1,178.1% | -1,001.4% | +78.0% |
| All | +176.7% | +1,068.2% | -891.5% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling