-99.1%
AMC vs ATI
+974.7%
-1,073.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.1% |
| 7D | -2.8% | +4.7% | -7.6% | -4.3% |
| 30D | +14.0% | -0.2% | +14.2% | +14.0% |
| 3M | +42.5% | -18.5% | +61.0% | +52.6% |
| 6M | +142.6% | +16.4% | +126.2% | +124.6% |
| YTD | +119.2% | +63.4% | +55.8% | +75.9% |
| 1Y | +40.7% | +91.5% | -50.8% | +5.9% |
| 3Y | -57.3% | +329.2% | -386.5% | -79.6% |
| 5Y | -99.1% | +966.7% | -1,065.9% | -99.7% |
| All | -99.1% | +974.7% | -1,073.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling