+1,958.4%
ADI vs ATI
+1,117.2%
+841.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.8% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.8% | +2.7% | -6.5% | -4.6% |
| 3M | -15.3% | +16.3% | -31.6% | -18.6% |
| 6M | +6.7% | +30.2% | -23.5% | -0.7% |
| YTD | +34.8% | +83.6% | -48.8% | +14.8% |
| 1Y | +49.0% | +173.0% | -124.0% | +14.2% |
| 3Y | +108.1% | +356.6% | -248.6% | +36.5% |
| 5Y | +142.4% | +1,074.2% | -931.8% | +22.1% |
| 10Y | +589.9% | +1,136.2% | -546.3% | +193.2% |
| All | +1,958.4% | +1,117.2% | +841.2% | +500.8% |
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