+84.0%
AMD vs ATI
+77.9%
+6.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.6% | +8.0% |
| 7D | -11.0% | +6.2% | -17.2% | -14.0% |
| 30D | -30.5% | -7.1% | -23.4% | -26.6% |
| 3M | -8.2% | -21.3% | +13.1% | +8.1% |
| 6M | +6.6% | +6.5% | +0.1% | +2.8% |
| YTD | +109.7% | +53.2% | +56.5% | +50.8% |
| All | +84.0% | +77.9% | +6.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling