-89.7%
AMIX vs ATI
+85.0%
-174.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.8% |
| 7D | +11.4% | +1.3% | +10.1% | +10.3% |
| 30D | -40.5% | -4.8% | -35.8% | -38.4% |
| 3M | -80.1% | -19.9% | -60.2% | -75.4% |
| 6M | -74.8% | +15.4% | -90.2% | -74.4% |
| YTD | -84.0% | +59.2% | -143.2% | -83.8% |
| 1Y | -89.7% | +86.3% | -176.0% | -88.0% |
| All | -89.7% | +85.0% | -174.7% | -88.0% |
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