-28.4%
DT vs ATI
+1,086.3%
-1,114.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | +0.1% | -9.5% | +9.5% | +1.5% |
| 3M | +24.1% | +10.4% | +13.7% | +21.5% |
| 6M | +30.1% | +31.8% | -1.7% | +22.7% |
| YTD | +16.8% | +80.0% | -63.2% | +2.8% |
| 1Y | -0.1% | +175.8% | -175.9% | -20.3% |
| 3Y | +6.8% | +364.2% | -357.4% | -26.2% |
| 5Y | -28.4% | +1,076.9% | -1,105.2% | -54.9% |
| All | -28.4% | +1,086.3% | -1,114.7% | -54.9% |
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 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