+331.1%
AMD vs ATI
+363.8%
-32.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.2% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | -0.9% | +2.7% | -3.6% | -2.5% |
| 3M | -8.7% | +16.3% | -25.0% | -14.9% |
| 6M | +136.3% | +30.2% | +106.2% | +108.3% |
| YTD | +123.0% | +83.6% | +39.4% | +69.0% |
| 1Y | +195.2% | +173.0% | +22.2% | +87.7% |
| All | +331.1% | +363.8% | -32.7% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling