-2.6%
AMC vs ATI
+176.2%
-178.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.7% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -0.7% | +2.7% | -3.5% | -1.9% |
| 3M | +35.2% | +16.3% | +18.9% | +28.4% |
| 6M | +124.6% | +30.2% | +94.4% | +106.3% |
| YTD | +69.9% | +83.6% | -13.7% | +46.1% |
| 1Y | -2.6% | +173.0% | -175.6% | -16.9% |
| All | -2.6% | +176.2% | -178.8% | -16.9% |
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