+1,025.5%
ATI vs AZO
+85.8%
+939.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -5.6% | -3.6% | -2.1% | -4.8% |
| 30D | -13.7% | -5.6% | -8.2% | -12.5% |
| 3M | -0.4% | -6.6% | +6.3% | +0.9% |
| 6M | +26.2% | -22.5% | +48.7% | +34.9% |
| YTD | +73.2% | -15.2% | +88.4% | +80.0% |
| 1Y | +161.6% | -33.9% | +195.5% | +192.8% |
| 3Y | +346.2% | +11.8% | +334.4% | +308.5% |
| All | +1,025.5% | +85.8% | +939.8% | +796.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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