+772.8%
ATI vs AMP
+2,089.3%
-1,316.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -9.5% | -1.0% | -8.5% | -8.9% |
| 3M | +10.4% | +23.2% | -12.9% | -5.4% |
| 6M | +31.8% | +20.4% | +11.4% | +14.2% |
| YTD | +80.0% | +13.6% | +66.3% | +60.3% |
| 1Y | +175.8% | +13.4% | +162.5% | +145.6% |
| 3Y | +364.2% | +66.5% | +297.7% | +215.8% |
| 5Y | +1,076.9% | +120.2% | +956.6% | +542.9% |
| 10Y | +1,178.1% | +576.5% | +601.6% | +223.1% |
| All | +772.8% | +2,089.3% | -1,316.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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