+19.1%
ADM vs ATI
+373.5%
-354.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | +3.8% | -0.1% | +3.8% | +3.8% |
| 30D | +9.8% | +2.7% | +7.1% | +9.5% |
| 3M | +2.1% | +16.3% | -14.2% | +1.2% |
| 6M | +27.5% | +30.2% | -2.7% | +25.3% |
| YTD | +50.2% | +83.6% | -33.3% | +44.4% |
| 1Y | +40.6% | +173.0% | -132.4% | +31.7% |
| All | +19.1% | +373.5% | -354.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling