-42.9%
DT vs ATI
+906.2%
-949.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.2% |
| 7D | -24.7% | +6.2% | -30.9% | -25.4% |
| 30D | -27.4% | -7.1% | -20.3% | -26.8% |
| 3M | -11.1% | -21.3% | +10.2% | -8.5% |
| 6M | +13.7% | +6.5% | +7.2% | +11.0% |
| YTD | +0.2% | +53.2% | -52.9% | -9.9% |
| 1Y | -5.7% | +82.7% | -88.4% | -18.4% |
| 3Y | -8.1% | +314.3% | -322.4% | -35.6% |
| All | -42.9% | +906.2% | -949.1% | -58.8% |
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