+528.5%
ATI vs AMCR
+96.6%
+431.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +3.2% | -1.8% | +5.0% | +4.1% |
| 30D | -9.0% | -6.0% | -3.0% | -6.4% |
| 3M | +15.1% | +18.9% | -3.8% | +4.2% |
| 6M | +38.1% | +5.7% | +32.5% | +32.8% |
| YTD | +80.7% | +11.1% | +69.6% | +68.2% |
| 1Y | +167.5% | +12.7% | +154.8% | +146.7% |
| 3Y | +366.0% | +9.6% | +356.4% | +326.9% |
| 5Y | +1,088.8% | -10.3% | +1,099.1% | +1,106.0% |
| 10Y | +1,055.0% | +16.5% | +1,038.5% | +890.9% |
| All | +528.5% | +96.6% | +431.9% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 all: compounded portfolio wealth divided by compounded AMCR 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…
all analysis · Full analysis span regression · 6 months rolling