+3,340.7%
DLR vs ATI
+1,201.2%
+2,139.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.2% |
| 7D | -3.6% | +6.2% | -9.8% | -4.9% |
| 30D | -3.5% | -7.1% | +3.6% | -2.2% |
| 3M | -8.9% | -21.3% | +12.4% | -4.6% |
| 6M | -11.6% | +6.5% | -18.1% | -13.5% |
| YTD | +14.9% | +53.2% | -38.3% | +3.7% |
| 1Y | +6.4% | +82.7% | -76.3% | -7.5% |
| 3Y | +47.3% | +314.3% | -267.0% | +3.9% |
| 5Y | +32.8% | +890.9% | -858.1% | -24.3% |
| 10Y | +169.6% | +1,142.3% | -972.8% | +18.0% |
| All | +3,340.7% | +1,201.2% | +2,139.5% | +1,196.5% |
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