+553.0%
AMZN vs ATI
+1,155.5%
-602.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -2.3% |
| 30D | -7.5% | -13.5% | +6.0% | -5.6% |
| 3M | +5.8% | +8.5% | -2.7% | +4.3% |
| 6M | +17.5% | +25.2% | -7.7% | +13.1% |
| YTD | +9.1% | +73.4% | -64.3% | +0.1% |
| 1Y | +9.4% | +160.5% | -151.1% | -5.6% |
| 3Y | +82.2% | +347.3% | -265.1% | +43.7% |
| 5Y | +45.2% | +1,049.0% | -1,003.7% | +2.9% |
| All | +553.0% | +1,155.5% | -602.5% | +383.5% |
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