+1,091.6%
ATI vs GME
+271.8%
+819.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -3.8% |
| 7D | -2.7% | +6.0% | -8.7% | -3.0% |
| 30D | -13.5% | +8.3% | -21.9% | -13.9% |
| 3M | +8.5% | -9.1% | +17.6% | +9.0% |
| 6M | +25.2% | -16.3% | +41.5% | +26.1% |
| YTD | +73.4% | +1.5% | +71.9% | +72.7% |
| 1Y | +160.5% | -16.3% | +176.8% | +162.1% |
| 3Y | +347.3% | +15.1% | +332.2% | +312.3% |
| 5Y | +1,049.0% | -57.2% | +1,106.1% | +983.0% |
| All | +1,091.6% | +271.8% | +819.9% | +523.6% |
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