-47.3%
DOCS vs ATI
+86.4%
-133.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.2% |
| 7D | +1.2% | +8.3% | -7.1% | +2.5% |
| 30D | +21.3% | -7.3% | +28.6% | +20.0% |
| 3M | +58.4% | -10.5% | +68.9% | +56.3% |
| 6M | +39.3% | +16.4% | +22.9% | +42.5% |
| YTD | -21.7% | +56.1% | -77.8% | -17.1% |
| 1Y | -47.3% | +86.5% | -133.8% | -47.0% |
| All | -47.3% | +86.4% | -133.7% | -47.0% |
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 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