+278.7%
AMD vs ATI
+974.7%
-696.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.0% |
| 7D | +13.1% | +4.7% | +8.4% | +11.5% |
| 30D | -7.0% | -0.2% | -6.7% | -6.4% |
| 3M | +16.6% | -18.5% | +35.1% | +28.4% |
| 6M | +20.5% | +16.4% | +4.2% | +13.3% |
| YTD | +158.2% | +63.4% | +94.8% | +108.5% |
| 1Y | +132.8% | +91.5% | +41.2% | +75.7% |
| 3Y | +366.2% | +329.2% | +37.0% | +136.9% |
| 5Y | +278.7% | +966.7% | -688.1% | +18.3% |
| All | +278.7% | +974.7% | -696.0% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling