+140.8%
ADI vs ATI
+994.1%
-853.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.4% |
| 7D | +13.4% | +13.0% | +0.4% | +8.8% |
| 30D | -1.3% | +0.2% | -1.5% | -1.5% |
| 3M | +6.8% | -17.5% | +24.3% | +13.5% |
| 6M | -1.9% | +18.1% | -20.0% | -7.6% |
| YTD | +52.3% | +65.7% | -13.4% | +28.2% |
| 1Y | +71.6% | +91.9% | -20.3% | +37.9% |
| 3Y | +148.9% | +335.2% | -186.4% | +46.5% |
| 5Y | +140.8% | +1,004.3% | -863.5% | +12.4% |
| All | +140.8% | +994.1% | -853.3% | +12.4% |
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 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