+135.1%
ADI vs ATI
+1,086.3%
-951.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | -4.6% | -9.5% | +4.9% | -1.6% |
| 3M | -9.5% | +10.4% | -19.9% | -12.5% |
| 6M | +14.8% | +31.8% | -17.0% | +4.5% |
| YTD | +35.8% | +80.0% | -44.2% | +12.1% |
| 1Y | +48.9% | +175.8% | -126.9% | +6.9% |
| 3Y | +115.6% | +364.2% | -248.7% | +26.3% |
| 5Y | +135.1% | +1,076.9% | -941.8% | +12.0% |
| All | +135.1% | +1,086.3% | -951.2% | +12.0% |
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