-99.9%
AMIX vs ATI
+327.7%
-427.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.4% |
| 7D | -16.0% | +6.2% | -22.2% | -17.8% |
| 30D | -55.4% | -7.1% | -48.3% | -54.5% |
| 3M | -87.5% | -21.3% | -66.2% | -86.5% |
| 6M | -81.2% | +6.5% | -87.7% | -80.9% |
| YTD | -86.8% | +53.2% | -140.0% | -86.9% |
| 1Y | -91.6% | +82.7% | -174.3% | -91.7% |
| All | -99.9% | +327.7% | -427.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling