+1,076.9%
ATI vs AME
+83.9%
+993.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.1% |
| 7D | +2.4% | +1.3% | +1.1% | +1.4% |
| 30D | -9.5% | -6.6% | -2.9% | -4.4% |
| 3M | +10.4% | +3.0% | +7.4% | +7.9% |
| 6M | +31.8% | +5.3% | +26.5% | +27.3% |
| YTD | +80.0% | +15.4% | +64.5% | +62.6% |
| 1Y | +175.8% | +26.8% | +149.0% | +131.7% |
| 3Y | +364.2% | +56.5% | +307.7% | +218.2% |
| 5Y | +1,076.9% | +85.2% | +991.6% | +569.0% |
| All | +1,076.9% | +83.9% | +993.0% | +569.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling