+1,400.8%
ADBE vs ATI
+1,117.2%
+283.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.7% | -7.4% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | +2.8% | +2.7% | +0.1% | +1.9% |
| 3M | +3.1% | +16.3% | -13.2% | -1.3% |
| 6M | -2.4% | +30.2% | -32.6% | -9.7% |
| YTD | -23.9% | +83.6% | -107.4% | -35.0% |
| 1Y | -22.6% | +173.0% | -195.6% | -39.8% |
| 3Y | -52.7% | +356.6% | -409.3% | -68.5% |
| 5Y | -60.0% | +1,074.2% | -1,134.2% | -79.2% |
| 10Y | +157.3% | +1,136.2% | -978.9% | +10.4% |
| All | +1,400.8% | +1,117.2% | +283.7% | +332.6% |
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