+115.3%
ADI vs ATI
+358.3%
-242.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.6% | +2.4% | +0.2% | +1.7% |
| 30D | -4.6% | -9.5% | +4.9% | -1.2% |
| 3M | -9.5% | +10.4% | -19.9% | -12.8% |
| 6M | +14.8% | +31.8% | -17.0% | +3.5% |
| YTD | +35.8% | +80.0% | -44.2% | +10.1% |
| 1Y | +48.9% | +175.8% | -126.9% | +3.5% |
| All | +115.3% | +358.3% | -242.9% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling