-97.7%
AMC vs ATI
+450.1%
-547.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.0% | -6.5% | -10.5% |
| 7D | 0.0% | -3.8% | +3.8% | +1.5% |
| 30D | +4.4% | -13.5% | +17.9% | +9.6% |
| 3M | +15.4% | -17.9% | +33.3% | +22.1% |
| 6M | +93.7% | +8.4% | +85.3% | +85.7% |
| YTD | +97.4% | +46.7% | +50.7% | +69.1% |
| 1Y | +23.2% | +74.5% | -51.3% | -0.8% |
| 3Y | -71.3% | +303.7% | -375.0% | -83.8% |
| 5Y | -99.3% | +848.9% | -948.2% | -99.7% |
| 10Y | -98.7% | +1,089.7% | -1,188.4% | -99.5% |
| All | -97.7% | +450.1% | -547.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling