+978.9%
ATI vs AME
+10,046.3%
-9,067.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.1% |
| 7D | +4.2% | +5.9% | -1.7% | -1.2% |
| 30D | -2.5% | -1.9% | -0.6% | -0.4% |
| 3M | -19.4% | -5.4% | -14.1% | -15.1% |
| 6M | +11.1% | +4.9% | +6.1% | +6.4% |
| YTD | +59.5% | +18.5% | +41.1% | +37.7% |
| 1Y | +85.8% | +25.5% | +60.3% | +52.2% |
| 3Y | +311.9% | +63.0% | +248.9% | +154.8% |
| 5Y | +963.2% | +78.3% | +884.9% | +501.4% |
| 10Y | +977.6% | +447.1% | +530.5% | +134.2% |
| All | +978.9% | +10,046.3% | -9,067.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling