+268.0%
ATI vs ADVB
-88.3%
+356.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.0% |
| 7D | -0.1% | -3.8% | +3.7% | 0.0% |
| 30D | +2.7% | +17.6% | -14.9% | +2.4% |
| 3M | +16.3% | +119.1% | -102.8% | +12.9% |
| 6M | +30.2% | +103.4% | -73.2% | +24.9% |
| YTD | +83.6% | +59.8% | +23.7% | +77.9% |
| 1Y | +173.0% | +8.5% | +164.5% | +167.4% |
| All | +268.0% | -88.3% | +356.3% | +363.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling