-56.8%
AMC vs ATI
+325.6%
-382.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +5.5% | +1.3% | +4.2% | +5.3% |
| 30D | +16.1% | -4.8% | +20.9% | +17.4% |
| 3M | +43.0% | -19.9% | +62.9% | +50.3% |
| 6M | +130.7% | +15.4% | +115.3% | +119.5% |
| YTD | +121.8% | +59.2% | +62.6% | +94.2% |
| 1Y | +40.7% | +86.3% | -45.6% | +18.5% |
| 3Y | -56.8% | +318.2% | -375.0% | -73.2% |
| All | -56.8% | +325.6% | -382.4% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling