+20.8%
AMC vs ATI
+81.8%
-61.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.7% |
| 7D | +2.6% | +6.2% | -3.5% | +1.4% |
| 30D | +9.0% | -7.1% | +16.1% | +10.8% |
| 3M | +22.2% | -21.3% | +43.5% | +29.6% |
| 6M | +91.5% | +6.5% | +85.0% | +80.9% |
| YTD | +101.3% | +53.2% | +48.1% | +57.3% |
| 1Y | +20.8% | +82.7% | -61.9% | -13.8% |
| All | +20.8% | +81.8% | -61.0% | -13.8% |
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