-3.3%
ADSK vs ATI
+341.5%
-344.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.8% |
| 7D | -10.9% | -2.7% | -8.2% | -10.7% |
| 30D | -15.9% | -13.5% | -2.4% | -14.7% |
| 3M | -4.4% | +8.5% | -12.9% | -6.0% |
| 6M | -16.6% | +25.2% | -41.8% | -20.3% |
| YTD | -28.5% | +73.4% | -101.9% | -36.3% |
| 1Y | -34.6% | +160.5% | -195.2% | -47.0% |
| All | -3.3% | +341.5% | -344.8% | -30.7% |
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