-99.9%
AMIX vs ATI
+356.3%
-456.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.6% | -22.6% | -20.8% |
| 7D | -8.1% | +4.7% | -12.8% | -9.6% |
| 30D | -52.3% | -0.2% | -52.0% | -52.5% |
| 3M | -83.8% | -18.5% | -65.3% | -82.7% |
| 6M | -79.0% | +16.4% | -95.3% | -79.1% |
| YTD | -87.2% | +63.4% | -150.6% | -87.5% |
| 1Y | -91.7% | +91.5% | -183.2% | -92.0% |
| All | -99.9% | +356.3% | -456.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling