+1,425.2%
AMAT vs ATI
+1,017.6%
+407.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.4% | +5.1% |
| 7D | +7.0% | +4.7% | +2.2% | +5.7% |
| 30D | -20.6% | -0.2% | -20.4% | -20.3% |
| 3M | -24.8% | -18.5% | -6.3% | -19.1% |
| 6M | -10.7% | +16.4% | -27.1% | -14.3% |
| YTD | +54.3% | +63.4% | -9.1% | +32.9% |
| 1Y | +73.7% | +91.5% | -17.8% | +42.3% |
| 3Y | +168.4% | +329.2% | -160.8% | +65.1% |
| 5Y | +167.6% | +966.7% | -799.2% | +22.6% |
| 10Y | +1,425.2% | +1,003.8% | +421.4% | +567.0% |
| All | +1,425.2% | +1,017.6% | +407.6% | +567.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling