+232.2%
ATI vs ADVB
-95.9%
+328.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +42.7% | -41.3% | +0.6% |
| 7D | +13.0% | +74.2% | -61.2% | +11.7% |
| 30D | +0.2% | -35.9% | +36.0% | +0.4% |
| 3M | -17.5% | -56.4% | +39.0% | -17.0% |
| 6M | +18.1% | -36.7% | +54.8% | +16.3% |
| YTD | +65.7% | -43.3% | +109.0% | +62.1% |
| 1Y | +91.9% | -63.4% | +155.3% | +92.9% |
| All | +232.2% | -95.9% | +328.1% | +322.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling