+47.1%
ADP vs ATI
+318.7%
-271.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.6% |
| 7D | +2.2% | +4.2% | -2.0% | +2.3% |
| 30D | +10.6% | -2.5% | +13.1% | +10.6% |
| 3M | +12.9% | -19.4% | +32.3% | +12.8% |
| 6M | +50.6% | +11.1% | +39.6% | +49.9% |
| YTD | +23.2% | +59.5% | -36.4% | +19.4% |
| 1Y | +25.3% | +85.8% | -60.5% | +19.8% |
| 3Y | +47.1% | +311.9% | -264.8% | +30.0% |
| All | +47.1% | +318.7% | -271.6% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling