+56.9%
DLR vs ATI
+373.5%
-316.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.2% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | -3.4% | +2.7% | -6.1% | -4.0% |
| 3M | +0.5% | +16.3% | -15.8% | -2.6% |
| 6M | +4.6% | +30.2% | -25.6% | -1.2% |
| YTD | +23.4% | +83.6% | -60.1% | +9.6% |
| 1Y | +19.0% | +173.0% | -154.0% | -2.2% |
| All | +56.9% | +373.5% | -316.6% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling