+270.5%
ADP vs ATI
+1,051.1%
-780.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -5.5% | +3.2% | -8.6% | -6.0% |
| 30D | -1.2% | -9.0% | +7.8% | +0.1% |
| 3M | +17.9% | +15.1% | +2.8% | +14.3% |
| 6M | +20.3% | +38.1% | -17.8% | +12.3% |
| YTD | +5.8% | +80.7% | -74.8% | -6.2% |
| 1Y | -7.7% | +167.5% | -175.2% | -24.3% |
| 3Y | +14.7% | +366.0% | -351.3% | -18.5% |
| 5Y | +45.8% | +1,088.8% | -1,043.0% | -16.0% |
| 10Y | +270.5% | +1,055.0% | -784.5% | +94.1% |
| All | +270.5% | +1,051.1% | -780.6% | +94.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling