+215.4%
ADSK vs ATI
+1,154.1%
-938.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -5.6% | +3.1% | -1.4% |
| 30D | -14.9% | -13.7% | -1.1% | -12.5% |
| 3M | +3.3% | -0.4% | +3.7% | +2.6% |
| 6M | -15.7% | +26.2% | -41.9% | -21.2% |
| YTD | -28.2% | +73.2% | -101.5% | -37.8% |
| 1Y | -34.5% | +161.6% | -196.2% | -48.6% |
| 3Y | -2.9% | +346.2% | -349.1% | -34.7% |
| 5Y | -25.3% | +1,047.6% | -1,073.0% | -60.0% |
| All | +215.4% | +1,154.1% | -938.7% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling