+1,281.1%
ADP vs ATI
+915.7%
+365.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -1.9% |
| 7D | +3.2% | +6.2% | -2.9% | +2.2% |
| 30D | +14.9% | -7.1% | +22.0% | +15.7% |
| 3M | +11.6% | -21.3% | +32.9% | +15.1% |
| 6M | +48.5% | +6.5% | +42.0% | +44.8% |
| YTD | +20.6% | +53.2% | -32.6% | +9.8% |
| 1Y | +23.7% | +82.7% | -59.0% | +9.3% |
| 3Y | +47.8% | +314.3% | -266.5% | +10.1% |
| 5Y | +47.7% | +890.9% | -843.2% | -6.9% |
| 10Y | +324.0% | +1,142.3% | -818.4% | +131.9% |
| All | +1,281.1% | +915.7% | +365.4% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling