+17.1%
DLR vs ATI
+81.3%
-64.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.1% |
| 7D | +3.3% | +4.2% | -0.8% | +2.4% |
| 30D | +4.6% | -2.5% | +7.1% | +4.9% |
| 3M | -8.3% | -19.4% | +11.1% | -4.4% |
| 6M | -5.6% | +11.1% | -16.7% | -8.7% |
| YTD | +18.7% | +59.5% | -40.8% | +6.2% |
| 1Y | +17.1% | +85.8% | -68.7% | +3.9% |
| All | +17.1% | +81.3% | -64.2% | +3.9% |
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