+1,072.6%
ATI vs AZO
+10,450.0%
-9,377.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.1% |
| 7D | -2.7% | -2.9% | +0.2% | -1.2% |
| 30D | -13.5% | -5.3% | -8.2% | -11.1% |
| 3M | +8.5% | -7.3% | +15.9% | +11.4% |
| 6M | +25.2% | -22.7% | +47.8% | +40.4% |
| YTD | +73.4% | -15.0% | +88.4% | +84.4% |
| 1Y | +160.5% | -32.2% | +192.8% | +209.0% |
| 3Y | +347.3% | +10.0% | +337.3% | +300.1% |
| 5Y | +1,049.0% | +85.8% | +963.1% | +647.9% |
| 10Y | +1,131.4% | +298.9% | +832.6% | +418.2% |
| All | +1,072.6% | +10,450.0% | -9,377.4% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling