+620.3%
AMZN vs ATI
+1,017.6%
-397.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.1% |
| 7D | +0.1% | +4.7% | -4.7% | -0.7% |
| 30D | +2.6% | -0.2% | +2.8% | +2.4% |
| 3M | -2.2% | -18.5% | +16.3% | +0.4% |
| 6M | -1.0% | +16.4% | -17.4% | -3.8% |
| YTD | +15.3% | +63.4% | -48.1% | +6.2% |
| 1Y | +6.9% | +91.5% | -84.7% | -3.9% |
| 3Y | +85.4% | +329.2% | -243.8% | +46.1% |
| 5Y | +53.3% | +966.7% | -913.4% | +8.6% |
| 10Y | +620.3% | +1,003.8% | -383.4% | +434.5% |
| All | +620.3% | +1,017.6% | -397.2% | +434.5% |
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