+1,049.0%
ATI vs AFL
+131.0%
+918.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.5% |
| 7D | -2.7% | -3.3% | +0.6% | -0.9% |
| 30D | -13.5% | -5.0% | -8.5% | -11.1% |
| 3M | +8.5% | -1.8% | +10.3% | +8.9% |
| 6M | +25.2% | +4.8% | +20.3% | +20.2% |
| YTD | +73.4% | +5.4% | +68.0% | +65.3% |
| 1Y | +160.5% | +9.0% | +151.5% | +142.1% |
| 3Y | +347.3% | +63.0% | +284.3% | +203.1% |
| 5Y | +1,049.0% | +134.5% | +914.5% | +445.9% |
| All | +1,049.0% | +131.0% | +918.0% | +445.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling