+3,031.6%
AMD vs ATI
+1,117.2%
+1,914.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.7% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | -0.9% | +2.7% | -3.6% | -2.0% |
| 3M | -8.7% | +16.3% | -25.0% | -13.0% |
| 6M | +136.3% | +30.2% | +106.2% | +116.5% |
| YTD | +123.0% | +83.6% | +39.4% | +81.9% |
| 1Y | +195.2% | +173.0% | +22.2% | +110.0% |
| 3Y | +336.3% | +356.6% | -20.3% | +153.7% |
| 5Y | +334.5% | +1,074.2% | -739.7% | +79.1% |
| 10Y | +6,259.1% | +1,136.2% | +5,122.9% | +1,898.0% |
| All | +3,031.6% | +1,117.2% | +1,914.5% | +661.5% |
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