+119.4%
ATI vs AMRZ
-19.2%
+138.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +4.2% | -2.1% | +6.2% | +4.9% |
| 30D | -2.5% | +13.0% | -15.5% | -6.9% |
| 3M | -19.4% | -12.1% | -7.3% | -15.6% |
| 6M | +11.1% | -19.1% | +30.2% | +18.7% |
| YTD | +59.5% | -23.3% | +82.8% | +74.1% |
| 1Y | +85.8% | -16.6% | +102.3% | +96.1% |
| All | +119.4% | -19.2% | +138.6% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling