+901.8%
AMT vs ATI
+915.7%
-13.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.5% |
| 7D | +0.5% | +6.2% | -5.6% | -0.8% |
| 30D | +13.6% | -7.1% | +20.7% | +14.7% |
| 3M | +11.5% | -21.3% | +32.8% | +16.0% |
| 6M | +6.9% | +6.5% | +0.4% | +4.0% |
| YTD | +10.8% | +53.2% | -42.4% | -0.3% |
| 1Y | +10.3% | +82.7% | -72.4% | -4.3% |
| 3Y | +12.4% | +314.3% | -301.9% | -21.7% |
| 5Y | -20.1% | +890.9% | -911.0% | -55.3% |
| 10Y | +116.8% | +1,142.3% | -1,025.5% | -5.8% |
| All | +901.8% | +915.7% | -13.9% | +149.3% |
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 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