-31.3%
AMT vs ATI
+1,074.8%
-1,106.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.2% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | +4.6% | +2.7% | +1.9% | +4.5% |
| 3M | -8.4% | +16.3% | -24.8% | -9.2% |
| 6M | -6.0% | +30.2% | -36.2% | -7.4% |
| YTD | +2.1% | +83.6% | -81.4% | -0.9% |
| 1Y | -6.4% | +173.0% | -179.4% | -11.1% |
| 3Y | +8.1% | +356.6% | -348.6% | -4.1% |
| All | -31.3% | +1,074.8% | -1,106.1% | -43.2% |
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