+1,271.6%
ADM vs ATI
+1,117.2%
+154.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.4% |
| 7D | +3.8% | -0.1% | +3.8% | +3.7% |
| 30D | +9.8% | +2.7% | +7.1% | +8.9% |
| 3M | +2.1% | +16.3% | -14.2% | -1.8% |
| 6M | +27.5% | +30.2% | -2.7% | +18.8% |
| YTD | +50.2% | +83.6% | -33.3% | +29.6% |
| 1Y | +40.6% | +173.0% | -132.4% | +10.5% |
| 3Y | +17.2% | +356.6% | -339.4% | -21.4% |
| 5Y | +61.9% | +1,074.2% | -1,012.3% | -14.9% |
| 10Y | +159.3% | +1,136.2% | -976.9% | +15.8% |
| All | +1,271.6% | +1,117.2% | +154.5% | +388.2% |
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 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