+47.8%
ADP vs ATI
+320.9%
-273.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -1.1% |
| 7D | +3.2% | +6.2% | -2.9% | +3.4% |
| 30D | +14.9% | -7.1% | +22.0% | +14.8% |
| 3M | +11.6% | -21.3% | +32.9% | +11.4% |
| 6M | +48.5% | +6.5% | +42.0% | +47.6% |
| YTD | +20.6% | +53.2% | -32.6% | +16.7% |
| 1Y | +23.7% | +82.7% | -59.0% | +17.9% |
| 3Y | +47.8% | +314.3% | -266.5% | +29.3% |
| All | +47.8% | +320.9% | -273.1% | +29.3% |
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