+59.3%
AMAT vs ATI
+85.0%
-25.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.5% |
| 7D | -2.5% | +1.3% | -3.8% | -2.9% |
| 30D | -26.5% | -4.8% | -21.8% | -23.4% |
| 3M | -28.6% | -19.9% | -8.6% | -14.6% |
| 6M | -14.2% | +15.4% | -29.6% | -21.6% |
| YTD | +45.5% | +59.2% | -13.7% | +3.6% |
| 1Y | +59.3% | +86.3% | -26.9% | +1.5% |
| All | +59.3% | +85.0% | -25.6% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling