+207.1%
ATI vs ADVB
-97.5%
+304.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +4.4% |
| 7D | +6.2% | -13.9% | +20.1% | +6.4% |
| 30D | -7.1% | -68.1% | +61.0% | -5.7% |
| 3M | -21.3% | -73.4% | +52.1% | -20.1% |
| 6M | +6.5% | -70.8% | +77.3% | +6.8% |
| YTD | +53.2% | -66.1% | +119.3% | +51.4% |
| 1Y | +82.7% | -77.5% | +160.2% | +85.1% |
| All | +207.1% | -97.5% | +304.6% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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