+35.3%
DLR vs ATI
+1,101.9%
-1,066.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +3.4% | +3.2% | +0.2% | +2.8% |
| 30D | -2.2% | -9.0% | +6.8% | -0.6% |
| 3M | +4.7% | +15.1% | -10.4% | +1.8% |
| 6M | +9.0% | +38.1% | -29.1% | +2.1% |
| YTD | +24.1% | +80.7% | -56.5% | +10.8% |
| 1Y | +20.9% | +167.5% | -146.6% | +0.3% |
| 3Y | +60.0% | +366.0% | -306.0% | +16.0% |
| 5Y | +35.3% | +1,088.8% | -1,053.5% | -12.1% |
| All | +35.3% | +1,101.9% | -1,066.6% | -12.1% |
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 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