+24.5%
ADP vs ATI
+93.9%
-69.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.8% |
| 7D | +0.3% | +13.0% | -12.7% | +3.3% |
| 30D | +11.6% | +0.2% | +11.4% | +12.1% |
| 3M | +15.1% | -17.5% | +32.5% | +10.2% |
| 6M | +46.0% | +18.1% | +27.9% | +53.3% |
| YTD | +22.4% | +65.7% | -43.3% | +33.2% |
| 1Y | +24.5% | +91.9% | -67.4% | +31.8% |
| All | +24.5% | +93.9% | -69.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling