+176.6%
ADM vs ATI
+1,068.2%
-891.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | +8.2% | -9.5% | +17.7% | +10.1% |
| 3M | +8.7% | +10.4% | -1.7% | +6.2% |
| 6M | +29.1% | +31.8% | -2.7% | +21.3% |
| YTD | +53.7% | +80.0% | -26.3% | +35.8% |
| 1Y | +43.2% | +175.8% | -132.6% | +16.1% |
| 3Y | +21.4% | +364.2% | -342.8% | -15.1% |
| 5Y | +67.1% | +1,076.9% | -1,009.8% | -6.6% |
| 10Y | +176.6% | +1,178.1% | -1,001.5% | +40.2% |
| All | +176.6% | +1,068.2% | -891.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling