+45.8%
AMZN vs ATI
+1,101.9%
-1,056.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.8% | +3.2% | -2.4% | 0.0% |
| 30D | -6.4% | -9.0% | +2.6% | -4.3% |
| 3M | +4.8% | +15.1% | -10.3% | +0.5% |
| 6M | +20.5% | +38.1% | -17.6% | +9.6% |
| YTD | +11.3% | +80.7% | -69.3% | -6.0% |
| 1Y | +9.0% | +167.5% | -158.6% | -17.6% |
| 3Y | +85.9% | +366.0% | -280.1% | +15.5% |
| 5Y | +45.8% | +1,088.8% | -1,043.0% | -27.9% |
| All | +45.8% | +1,101.9% | -1,056.1% | -27.9% |
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