+173.0%
ATI vs AFL
+11.7%
+161.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +2.8% |
| 7D | -0.1% | +0.6% | -0.6% | +0.1% |
| 30D | +2.7% | -6.2% | +8.9% | +1.1% |
| 3M | +16.3% | +2.2% | +14.1% | +16.7% |
| 6M | +30.2% | +5.3% | +24.9% | +29.9% |
| YTD | +83.6% | +8.0% | +75.6% | +84.0% |
| 1Y | +173.0% | +10.2% | +162.8% | +179.4% |
| All | +173.0% | +11.7% | +161.3% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling