+161.6%
ATI vs AFL
+9.8%
+151.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -5.6% | -1.6% | -4.0% | -5.9% |
| 30D | -13.7% | -4.0% | -9.7% | -14.4% |
| 3M | -0.4% | -0.5% | +0.1% | -0.4% |
| 6M | +26.2% | +6.5% | +19.7% | +25.7% |
| YTD | +73.2% | +6.2% | +67.0% | +73.2% |
| 1Y | +161.6% | +8.3% | +153.3% | +167.7% |
| All | +161.6% | +9.8% | +151.8% | +167.7% |
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