+1,141.3%
ATI vs MTB
+930.9%
+210.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | -0.1% | +1.7% | -1.8% | -1.2% |
| 30D | +2.7% | -4.2% | +6.9% | +5.8% |
| 3M | +16.3% | +8.9% | +7.5% | +9.1% |
| 6M | +30.2% | +10.9% | +19.3% | +20.7% |
| YTD | +83.6% | +21.5% | +62.1% | +58.8% |
| 1Y | +173.0% | +21.9% | +151.1% | +134.5% |
| 3Y | +356.6% | +109.2% | +247.4% | +161.3% |
| 5Y | +1,074.2% | +102.0% | +972.2% | +548.7% |
| 10Y | +1,136.2% | +171.9% | +964.3% | +473.9% |
| All | +1,141.3% | +930.9% | +210.4% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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