Automatic transmissions lose power because they have a fluid interface: the pass power along through a thick oil. Lockup torque converters improve highway economy, but must be disengaged while upshifting. Manual transmissions have minimal power loss because they rely on two plates pressing tightly against each other.
In short, it is normal for manual-transmission versions of the same car to outspeed their automatic-transmission brethren by about one second from zero to sixty, while getting three to six miles per gallon better mileage. The cheapest performance upgrade you can make is to buy your next car with a five-speed, because it costs less and gives more.