+313.7%
ADP vs ATI
+1,119.3%
-805.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.2% |
| 7D | +1.1% | +6.0% | -4.9% | +0.1% |
| 30D | +11.5% | -3.6% | +15.2% | +11.7% |
| 3M | +12.0% | -18.9% | +30.9% | +15.1% |
| 6M | +43.8% | +16.7% | +27.1% | +37.9% |
| YTD | +20.1% | +61.1% | -41.0% | +7.6% |
| 1Y | +22.3% | +89.3% | -67.0% | +6.2% |
| 3Y | +43.3% | +333.3% | -290.0% | +1.9% |
| 5Y | +47.3% | +954.5% | -907.1% | -14.4% |
| 10Y | +313.7% | +1,067.0% | -753.3% | +117.2% |
| All | +313.7% | +1,119.3% | -805.6% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling