+148.4%
ATI vs AMRZ
-17.3%
+165.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | 0.0% |
| 7D | +3.2% | -2.0% | +5.2% | +3.9% |
| 30D | -9.0% | -9.8% | +0.8% | -5.5% |
| 3M | +15.1% | -17.2% | +32.3% | +22.3% |
| 6M | +38.1% | -26.9% | +65.1% | +54.4% |
| YTD | +80.7% | -21.5% | +102.1% | +95.6% |
| 1Y | +167.5% | -22.9% | +190.4% | +187.3% |
| All | +148.4% | -17.3% | +165.7% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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