+28.8%
DOCS vs ATI
+7.4%
+21.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -5.0% |
| 7D | -1.3% | -3.8% | +2.5% | -1.8% |
| 30D | +19.4% | -13.5% | +32.9% | +16.8% |
| 3M | +53.4% | -17.9% | +71.3% | +49.6% |
| 6M | +28.8% | +8.4% | +20.4% | +29.1% |
| All | +28.8% | +7.4% | +21.4% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling