+366.0%
ATI vs GME
+4.1%
+361.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +3.2% | +0.4% | +2.7% | +3.2% |
| 30D | -9.0% | -1.4% | -7.6% | -9.0% |
| 3M | +15.1% | -15.1% | +30.2% | +15.6% |
| 6M | +38.1% | -22.5% | +60.6% | +39.0% |
| YTD | +80.7% | -5.9% | +86.6% | +80.6% |
| 1Y | +167.5% | -18.6% | +186.2% | +168.6% |
| 3Y | +366.0% | +6.7% | +359.3% | +384.5% |
| All | +366.0% | +4.1% | +361.9% | +384.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling