+1,034.3%
ADM vs ATI
+915.7%
+118.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.6% |
| 7D | -9.0% | +6.2% | -15.2% | -10.3% |
| 30D | -14.0% | -7.1% | -6.9% | -13.1% |
| 3M | -9.2% | -21.3% | +12.2% | -5.2% |
| 6M | -9.2% | +6.5% | -15.6% | -11.8% |
| YTD | +24.2% | +53.2% | -29.0% | +10.5% |
| 1Y | +27.0% | +82.7% | -55.8% | +8.6% |
| 3Y | +6.6% | +314.3% | -307.7% | -27.5% |
| 5Y | +25.0% | +890.9% | -866.0% | -32.2% |
| 10Y | +100.2% | +1,142.3% | -1,042.1% | -10.9% |
| All | +1,034.3% | +915.7% | +118.6% | +316.4% |
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