+1,162.1%
AMAT vs ATI
+1,108.2%
+53.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.7% |
| 7D | -14.7% | +6.2% | -20.9% | -16.3% |
| 30D | -36.1% | -7.1% | -29.0% | -34.4% |
| 3M | -36.9% | -21.3% | -15.5% | -31.3% |
| 6M | -22.2% | +6.5% | -28.7% | -23.1% |
| YTD | +29.9% | +53.2% | -23.3% | +14.5% |
| 1Y | +43.3% | +82.7% | -39.5% | +19.4% |
| 3Y | +142.7% | +314.3% | -171.6% | +51.7% |
| 5Y | +126.2% | +890.9% | -764.7% | +6.9% |
| All | +1,162.1% | +1,108.2% | +53.9% | +493.9% |
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