-9.2%
ADM vs ATI
+9.7%
-18.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.3% |
| 7D | -9.0% | +6.2% | -15.2% | -8.6% |
| 30D | -14.0% | -7.1% | -6.9% | -14.0% |
| 3M | -9.2% | -21.3% | +12.2% | -9.0% |
| 6M | -9.2% | +6.5% | -15.6% | -11.2% |
| All | -9.2% | +9.7% | -18.9% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling