-61.5%
ADBE vs ATI
+1,086.3%
-1,147.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -8.9% | +2.4% | -11.3% | -9.1% |
| 30D | -6.6% | -9.5% | +2.9% | -5.8% |
| 3M | +7.1% | +10.4% | -3.2% | +5.4% |
| 6M | -9.8% | +31.8% | -41.6% | -13.7% |
| YTD | -27.2% | +80.0% | -107.2% | -34.0% |
| 1Y | -28.0% | +175.8% | -203.8% | -39.5% |
| 3Y | -54.5% | +364.2% | -418.8% | -66.3% |
| 5Y | -61.5% | +1,076.9% | -1,138.3% | -74.1% |
| All | -61.5% | +1,086.3% | -1,147.8% | -74.1% |
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