-98.7%
AMC vs ATI
+1,119.3%
-1,218.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +6.1% |
| 7D | +6.6% | +6.0% | +0.6% | +4.4% |
| 30D | +14.1% | -3.6% | +17.7% | +15.7% |
| 3M | +31.3% | -18.9% | +50.1% | +41.9% |
| 6M | +126.7% | +16.7% | +110.0% | +108.5% |
| YTD | +117.9% | +61.1% | +56.9% | +73.2% |
| 1Y | +41.1% | +89.3% | -48.2% | +4.4% |
| 3Y | -61.0% | +333.3% | -394.3% | -81.5% |
| 5Y | -99.1% | +954.5% | -1,053.6% | -99.7% |
| 10Y | -98.7% | +1,067.0% | -1,165.7% | -99.6% |
| All | -98.7% | +1,119.3% | -1,218.0% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling