+3,006.4%
ADSK vs ATI
+1,097.9%
+1,908.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -14.3% | +3.2% | -17.5% | -15.1% |
| 30D | -14.8% | -9.0% | -5.8% | -12.9% |
| 3M | -5.7% | +15.1% | -20.8% | -10.2% |
| 6M | -18.7% | +38.1% | -56.8% | -26.9% |
| YTD | -28.3% | +80.7% | -109.0% | -40.2% |
| 1Y | -35.1% | +167.5% | -202.6% | -51.5% |
| 3Y | -3.2% | +366.0% | -369.2% | -39.9% |
| 5Y | -26.7% | +1,088.8% | -1,115.5% | -65.6% |
| 10Y | +208.4% | +1,055.0% | -846.6% | +22.0% |
| All | +3,006.4% | +1,097.9% | +1,908.5% | +859.6% |
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