-4.2%
DT vs ATI
+81.3%
-85.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.9% |
| 7D | +3.1% | +4.2% | -1.0% | +3.9% |
| 30D | -29.5% | -2.5% | -27.0% | -29.7% |
| 3M | -11.7% | -19.4% | +7.7% | -15.5% |
| 6M | +29.0% | +11.1% | +17.9% | +34.4% |
| YTD | +3.4% | +59.5% | -56.2% | +10.1% |
| 1Y | -4.2% | +85.8% | -90.0% | -1.0% |
| All | -4.2% | +81.3% | -85.5% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling