+2,551.8%
AMD vs ATI
+872.7%
+1,679.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.0% | -11.3% | -15.2% |
| 7D | -28.6% | -3.8% | -24.8% | -27.4% |
| 30D | -37.7% | -13.5% | -24.2% | -34.4% |
| 3M | -16.1% | -17.9% | +1.8% | -10.4% |
| 6M | +13.8% | +8.4% | +5.5% | +11.5% |
| YTD | +88.8% | +46.7% | +42.1% | +66.3% |
| 1Y | +57.8% | +74.5% | -16.7% | +31.1% |
| 3Y | +260.3% | +303.7% | -43.4% | +119.7% |
| 5Y | +196.6% | +848.9% | -652.3% | +32.5% |
| 10Y | +6,064.6% | +1,089.7% | +4,975.0% | +1,883.3% |
| All | +2,551.8% | +872.7% | +1,679.1% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling