+930.3%
ATI vs AME
+444.5%
+485.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.2% |
| 7D | +4.2% | +5.9% | -1.7% | -1.6% |
| 30D | -2.5% | -1.9% | -0.6% | -0.3% |
| 3M | -19.4% | -5.4% | -14.1% | -14.7% |
| 6M | +11.1% | +4.9% | +6.1% | +5.8% |
| YTD | +59.5% | +18.5% | +41.1% | +35.5% |
| 1Y | +85.8% | +25.5% | +60.3% | +49.1% |
| 3Y | +311.9% | +63.0% | +248.9% | +138.8% |
| 5Y | +963.2% | +78.3% | +884.9% | +451.7% |
| All | +930.3% | +444.5% | +485.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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