-37.4%
DOCS vs ATI
+680.8%
-718.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -3.2% |
| 7D | -1.3% | -3.8% | +2.5% | -0.7% |
| 30D | +19.4% | -13.5% | +32.9% | +22.3% |
| 3M | +53.4% | -17.9% | +71.3% | +58.0% |
| 6M | +28.8% | +8.4% | +20.4% | +24.2% |
| YTD | -25.1% | +46.7% | -71.8% | -33.6% |
| 1Y | -48.1% | +74.5% | -122.6% | -56.1% |
| 3Y | +51.4% | +303.7% | -252.3% | -1.3% |
| 5Y | -51.1% | +848.9% | -900.0% | -71.8% |
| All | -37.4% | +680.8% | -718.2% | -62.2% |
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