+1,091.6%
ATI vs AME
+427.9%
+663.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -2.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -13.5% | -8.6% | -4.9% | -5.2% |
| 3M | +8.5% | +5.8% | +2.7% | +2.5% |
| 6M | +25.2% | +3.8% | +21.4% | +21.2% |
| YTD | +73.4% | +14.4% | +59.0% | +52.1% |
| 1Y | +160.5% | +25.8% | +134.7% | +106.3% |
| 3Y | +347.3% | +55.2% | +292.1% | +171.0% |
| 5Y | +1,049.0% | +85.5% | +963.4% | +460.4% |
| All | +1,091.6% | +427.9% | +663.8% | +72.9% |
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