-91.6%
AMIX vs ATI
+86.4%
-178.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.4% |
| 7D | -25.1% | +8.3% | -33.5% | -30.5% |
| 30D | -54.5% | -7.3% | -47.3% | -51.9% |
| 3M | -91.7% | -10.5% | -81.2% | -91.1% |
| 6M | -79.4% | +16.4% | -95.8% | -78.7% |
| YTD | -86.1% | +56.1% | -142.1% | -85.3% |
| 1Y | -91.6% | +86.5% | -178.1% | -89.2% |
| All | -91.6% | +86.4% | -178.0% | -89.2% |
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