+40.2%
AMC vs ATI
+86.4%
-46.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.5% |
| 7D | +17.7% | +8.3% | +9.4% | +15.4% |
| 30D | +26.2% | -7.3% | +33.4% | +28.0% |
| 3M | +31.3% | -10.5% | +41.9% | +33.4% |
| 6M | +142.8% | +16.4% | +126.4% | +123.2% |
| YTD | +125.6% | +56.1% | +69.6% | +77.0% |
| 1Y | +40.2% | +86.5% | -46.3% | +1.5% |
| All | +40.2% | +86.4% | -46.2% | +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