+124.5%
AMT vs ATI
+1,119.3%
-994.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.0% | -0.3% |
| 7D | +0.4% | +6.0% | -5.6% | -0.1% |
| 30D | +3.7% | -3.6% | +7.4% | +3.8% |
| 3M | +10.7% | -18.9% | +29.6% | +12.3% |
| 6M | +9.3% | +16.7% | -7.5% | +7.2% |
| YTD | +10.9% | +61.1% | -50.1% | +5.6% |
| 1Y | +10.5% | +89.3% | -78.8% | +3.7% |
| 3Y | +15.5% | +333.3% | -317.8% | -2.4% |
| 5Y | -20.6% | +954.5% | -975.1% | -39.8% |
| 10Y | +124.5% | +1,067.0% | -942.4% | +53.3% |
| All | +124.5% | +1,119.3% | -994.8% | +53.3% |
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