+930.3%
ATI vs GME
+475.1%
+455.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.8% |
| 7D | +4.2% | +2.9% | +1.2% | +4.0% |
| 30D | -2.5% | -4.8% | +2.3% | -2.3% |
| 3M | -19.4% | +39.2% | -58.6% | -20.9% |
| 6M | +11.1% | +17.1% | -6.0% | +9.9% |
| YTD | +59.5% | +28.7% | +30.8% | +56.8% |
| 1Y | +85.8% | +23.3% | +62.4% | +82.9% |
| 3Y | +311.9% | +112.9% | +199.0% | +267.1% |
| 5Y | +963.2% | -48.8% | +1,012.1% | +894.1% |
| All | +930.3% | +475.1% | +455.3% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling