+1,362.0%
AMAT vs ATI
+1,002.4%
+359.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.1% |
| 7D | +19.3% | +13.0% | +6.4% | +14.5% |
| 30D | -17.9% | +0.2% | -18.1% | -17.8% |
| 3M | -30.4% | -17.5% | -13.0% | -25.5% |
| 6M | -11.4% | +18.1% | -29.6% | -15.4% |
| YTD | +48.8% | +65.7% | -16.9% | +27.5% |
| 1Y | +66.0% | +91.9% | -25.9% | +35.8% |
| 3Y | +158.8% | +335.2% | -176.4% | +58.3% |
| 5Y | +153.2% | +1,004.3% | -851.1% | +14.7% |
| All | +1,362.0% | +1,002.4% | +359.6% | +533.4% |
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