+1,141.3%
ATI vs AME
+9,847.9%
-8,706.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +1.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.6% |
| 30D | +2.7% | -6.7% | +9.4% | +9.4% |
| 3M | +16.3% | +4.1% | +12.2% | +12.1% |
| 6M | +30.2% | +1.6% | +28.6% | +29.3% |
| YTD | +83.6% | +16.1% | +67.4% | +61.0% |
| 1Y | +173.0% | +27.3% | +145.7% | +118.8% |
| 3Y | +356.6% | +50.9% | +305.8% | +202.9% |
| 5Y | +1,074.2% | +81.4% | +992.8% | +551.0% |
| 10Y | +1,136.2% | +417.0% | +719.2% | +183.7% |
| All | +1,141.3% | +9,847.9% | -8,706.6% | -37.6% |
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