-99.8%
AMIX vs ATI
+412.5%
-512.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -3.0% |
| 7D | -13.7% | -0.1% | -13.7% | -13.7% |
| 30D | -62.1% | +2.7% | -64.8% | -62.3% |
| 3M | -46.2% | +16.3% | -62.5% | -47.6% |
| 6M | -46.4% | +30.2% | -76.6% | -48.5% |
| YTD | -60.3% | +83.6% | -143.8% | -62.6% |
| 1Y | -79.7% | +173.0% | -252.7% | -81.3% |
| All | -99.8% | +412.5% | -512.3% | -99.7% |
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