-38.7%
DOCS vs ATI
+715.4%
-754.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.8% |
| 7D | -0.8% | +6.2% | -6.9% | -1.9% |
| 30D | +17.4% | -7.1% | +24.5% | +18.6% |
| 3M | +57.4% | -21.3% | +78.7% | +63.7% |
| 6M | +26.5% | +6.5% | +20.1% | +22.7% |
| YTD | -26.6% | +53.2% | -79.8% | -35.4% |
| 1Y | -48.1% | +82.7% | -130.8% | -56.4% |
| 3Y | +52.6% | +314.3% | -261.7% | -0.9% |
| 5Y | -52.1% | +890.9% | -943.0% | -72.6% |
| All | -38.7% | +715.4% | -754.0% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling