+976.7%
ATI vs AME
+9,887.1%
-8,910.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.3% | -4.1% | +5.5% | +5.3% |
| 30D | -4.8% | -4.1% | -0.6% | -0.7% |
| 3M | -19.9% | -5.6% | -14.3% | -15.4% |
| 6M | +15.4% | +2.8% | +12.5% | +12.6% |
| YTD | +59.2% | +16.6% | +42.6% | +39.4% |
| 1Y | +86.3% | +21.1% | +65.2% | +57.6% |
| 3Y | +318.2% | +61.1% | +257.1% | +161.6% |
| 5Y | +958.6% | +76.6% | +882.1% | +503.9% |
| 10Y | +996.8% | +431.3% | +565.4% | +144.6% |
| All | +976.7% | +9,887.1% | -8,910.4% | -46.0% |
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 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