+6.9%
AMZN vs ATI
+91.4%
-84.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -2.2% |
| 7D | +0.1% | +4.7% | -4.7% | -0.8% |
| 30D | +2.6% | -0.2% | +2.8% | +2.4% |
| 3M | -2.2% | -18.5% | +16.3% | +0.6% |
| 6M | -1.0% | +16.4% | -17.4% | -4.7% |
| YTD | +15.3% | +63.4% | -48.1% | +4.4% |
| 1Y | +6.9% | +91.5% | -84.7% | -9.4% |
| All | +6.9% | +91.4% | -84.5% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling