+50.4%
AMZN vs ATI
+959.5%
-909.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.6% |
| 7D | +2.8% | +4.2% | -1.3% | +1.7% |
| 30D | +5.0% | -2.5% | +7.5% | +5.3% |
| 3M | +0.6% | -19.4% | +20.0% | +5.6% |
| 6M | -1.3% | +11.1% | -12.4% | -5.2% |
| YTD | +15.5% | +59.5% | -44.0% | -0.1% |
| 1Y | +12.2% | +85.8% | -73.5% | -7.0% |
| 3Y | +87.0% | +311.9% | -224.9% | +18.2% |
| All | +50.4% | +959.5% | -909.1% | -24.8% |
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