+318.2%
ATI vs AME
+63.2%
+255.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.3% | -4.1% | +5.5% | +4.6% |
| 30D | -4.8% | -4.1% | -0.6% | -1.3% |
| 3M | -19.9% | -5.6% | -14.3% | -16.1% |
| 6M | +15.4% | +2.8% | +12.5% | +13.5% |
| YTD | +59.2% | +16.6% | +42.6% | +45.7% |
| 1Y | +86.3% | +21.1% | +65.2% | +66.9% |
| 3Y | +318.2% | +61.1% | +257.1% | +200.4% |
| All | +318.2% | +63.2% | +255.0% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling