+106.0%
ADM vs ATI
+1,024.4%
-918.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.8% | +1.3% | -3.2% | -2.2% |
| 30D | -13.3% | -4.8% | -8.5% | -12.9% |
| 3M | -13.4% | -19.9% | +6.6% | -10.4% |
| 6M | -9.6% | +15.4% | -25.0% | -13.2% |
| YTD | +23.0% | +59.2% | -36.2% | +10.1% |
| 1Y | +27.4% | +86.3% | -58.9% | +10.4% |
| 3Y | +5.7% | +318.2% | -312.5% | -25.9% |
| 5Y | +22.1% | +958.6% | -936.6% | -32.0% |
| 10Y | +106.0% | +996.8% | -890.8% | +2.6% |
| All | +106.0% | +1,024.4% | -918.5% | +2.6% |
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