+6,351.7%
AMD vs ATI
+1,108.2%
+5,243.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.6% | +9.7% |
| 7D | -11.0% | +6.2% | -17.2% | -12.4% |
| 30D | -30.5% | -7.1% | -23.4% | -28.8% |
| 3M | -8.2% | -21.3% | +13.1% | -1.6% |
| 6M | +6.6% | +6.5% | +0.1% | +5.3% |
| YTD | +109.7% | +53.2% | +56.5% | +88.0% |
| 1Y | +88.9% | +82.7% | +6.2% | +61.8% |
| 3Y | +301.8% | +314.3% | -12.5% | +174.8% |
| 5Y | +229.4% | +890.9% | -661.6% | +84.3% |
| All | +6,351.7% | +1,108.2% | +5,243.5% | +4,091.3% |
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