-73.2%
DOCS vs ATI
+1,074.8%
-1,148.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.3% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | +21.8% | +2.7% | +19.1% | +20.9% |
| 3M | +27.3% | +16.3% | +11.0% | +22.6% |
| 6M | -0.3% | +30.2% | -30.5% | -6.9% |
| YTD | -40.5% | +83.6% | -124.0% | -49.1% |
| 1Y | -61.5% | +173.0% | -234.5% | -70.4% |
| 3Y | +8.2% | +356.6% | -348.5% | -30.3% |
| All | -73.2% | +1,074.8% | -1,148.0% | -85.0% |
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 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