+1,587.5%
AMAT vs ATI
+1,129.0%
+458.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.3% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -14.8% | +2.7% | -17.5% | -15.7% |
| 3M | -9.3% | +16.3% | -25.6% | -13.1% |
| 6M | +27.4% | +30.2% | -2.8% | +17.5% |
| YTD | +77.6% | +83.6% | -6.0% | +47.2% |
| 1Y | +188.9% | +173.0% | +15.9% | +110.9% |
| 3Y | +202.3% | +356.6% | -154.4% | +82.7% |
| 5Y | +248.9% | +1,074.2% | -825.3% | +56.4% |
| All | +1,587.5% | +1,129.0% | +458.5% | +617.9% |
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