+8,077.9%
AMD vs ATI
+1,024.4%
+7,053.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.9% | +10.8% | +13.6% |
| 7D | +6.5% | +1.3% | +5.1% | +6.6% |
| 30D | -15.3% | -4.8% | -10.5% | -13.7% |
| 3M | +9.7% | -19.9% | +29.6% | +17.2% |
| 6M | +13.2% | +15.4% | -2.2% | +9.5% |
| YTD | +140.6% | +59.2% | +81.4% | +113.2% |
| 1Y | +111.2% | +86.3% | +24.9% | +79.5% |
| 3Y | +334.4% | +318.2% | +16.2% | +194.4% |
| 5Y | +268.3% | +958.6% | -690.3% | +101.0% |
| 10Y | +8,077.9% | +996.8% | +7,081.2% | +4,665.4% |
| All | +8,077.9% | +1,024.4% | +7,053.5% | +4,665.4% |
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