+48.0%
ADI vs ATI
+163.6%
-115.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | +0.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.3% |
| 30D | -6.0% | -13.5% | +7.6% | -1.0% |
| 3M | -7.7% | +8.5% | -16.2% | -10.5% |
| 6M | +14.0% | +25.2% | -11.2% | +4.8% |
| YTD | +34.4% | +73.4% | -39.0% | +17.6% |
| 1Y | +48.0% | +160.5% | -112.5% | +21.4% |
| All | +48.0% | +163.6% | -115.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling