+57.3%
DRAM vs ATI
+29.2%
+28.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.9% |
| 7D | +18.0% | +13.0% | +5.0% | +5.9% |
| 30D | -17.4% | +0.2% | -17.6% | -16.8% |
| 3M | -20.3% | -17.5% | -2.9% | -3.2% |
| 6M | -14.9% | +18.1% | -33.0% | -24.2% |
| All | +57.3% | +29.2% | +28.1% | +34.9% |
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