-20.3%
AMT vs ATI
+871.8%
-892.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -2.8% |
| 7D | +0.5% | +6.2% | -5.6% | +0.3% |
| 30D | +13.6% | -7.1% | +20.7% | +13.9% |
| 3M | +11.5% | -21.3% | +32.8% | +12.4% |
| 6M | +6.9% | +6.5% | +0.4% | +6.2% |
| YTD | +10.8% | +53.2% | -42.4% | +8.0% |
| 1Y | +10.3% | +82.7% | -72.4% | +6.6% |
| 3Y | +12.4% | +314.3% | -301.9% | -1.4% |
| All | -20.3% | +871.8% | -892.1% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling