-31.9%
ADSK vs ATI
+176.2%
-208.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.0% | -11.2% | -7.8% |
| 7D | -16.4% | -0.1% | -16.4% | -16.4% |
| 30D | -9.2% | +2.7% | -11.9% | -8.7% |
| 3M | -6.7% | +16.3% | -23.1% | -4.3% |
| 6M | -15.5% | +30.2% | -45.7% | -12.7% |
| YTD | -26.4% | +83.6% | -109.9% | -25.2% |
| 1Y | -31.9% | +173.0% | -204.9% | -33.3% |
| All | -31.9% | +176.2% | -208.1% | -33.3% |
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 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