+152.4%
ATI vs AMRZ
-13.6%
+166.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.1% | -1.9% | +1.9% | +0.7% |
| 30D | +2.7% | -16.9% | +19.6% | +9.8% |
| 3M | +16.3% | -19.2% | +35.5% | +25.2% |
| 6M | +30.2% | -29.3% | +59.5% | +47.4% |
| YTD | +83.6% | -18.0% | +101.5% | +95.6% |
| 1Y | +173.0% | -15.1% | +188.1% | +183.4% |
| All | +152.4% | -13.6% | +166.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling