+1,646.2%
AMAT vs ATI
+872.7%
+773.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.0% | -7.6% | -11.8% |
| 7D | -24.3% | -3.8% | -20.5% | -23.3% |
| 30D | -39.8% | -13.5% | -26.3% | -37.1% |
| 3M | -40.2% | -17.9% | -22.3% | -36.6% |
| 6M | -22.1% | +8.4% | -30.5% | -23.3% |
| YTD | +24.7% | +46.7% | -22.0% | +12.7% |
| 1Y | +33.3% | +74.5% | -41.2% | +14.7% |
| 3Y | +133.9% | +303.7% | -169.8% | +54.2% |
| 5Y | +117.1% | +848.9% | -731.9% | +10.3% |
| 10Y | +1,158.7% | +1,089.7% | +69.0% | +419.1% |
| All | +1,646.2% | +872.7% | +773.6% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling