+1,321.9%
AMAT vs ATI
+961.4%
+360.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.4% |
| 7D | +11.4% | +4.2% | +7.2% | +9.9% |
| 30D | -17.0% | -2.5% | -14.5% | -16.1% |
| 3M | -30.6% | -19.4% | -11.2% | -25.1% |
| 6M | -14.9% | +11.1% | -26.0% | -17.0% |
| YTD | +44.7% | +59.5% | -14.9% | +25.7% |
| 1Y | +66.9% | +85.8% | -18.9% | +38.1% |
| 3Y | +153.3% | +311.9% | -158.6% | +57.9% |
| 5Y | +146.2% | +963.2% | -817.0% | +13.1% |
| All | +1,321.9% | +961.4% | +360.5% | +524.3% |
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