+117.6%
DT vs ATI
+870.7%
-753.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +2.0% | +2.7% | -0.7% | +1.4% |
| 3M | +20.0% | +16.3% | +3.7% | +16.6% |
| 6M | +39.3% | +30.2% | +9.1% | +31.8% |
| YTD | +19.8% | +83.6% | -63.8% | +6.3% |
| 1Y | +4.3% | +173.0% | -168.7% | -14.2% |
| 3Y | +7.7% | +356.6% | -348.9% | -21.1% |
| 5Y | -26.8% | +1,074.2% | -1,101.0% | -54.4% |
| All | +117.6% | +870.7% | -753.1% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling