+147.1%
AMAT vs ATI
+958.1%
-811.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.2% | +6.2% | +8.9% |
| 7D | -1.1% | +6.0% | -7.1% | -3.3% |
| 30D | -26.9% | -3.6% | -23.3% | -25.5% |
| 3M | -31.2% | -18.9% | -12.3% | -24.2% |
| 6M | -14.7% | +16.7% | -31.4% | -19.2% |
| YTD | +44.7% | +61.1% | -16.4% | +20.5% |
| 1Y | +62.0% | +89.3% | -27.3% | +26.7% |
| 3Y | +165.0% | +333.3% | -168.4% | +42.7% |
| 5Y | +147.1% | +954.5% | -807.4% | -7.4% |
| All | +147.1% | +958.1% | -811.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling