+1,121.6%
ATI vs AFL
+1,512.0%
-390.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.6% |
| 30D | -9.0% | -7.1% | -1.9% | -4.7% |
| 3M | +15.1% | +0.4% | +14.7% | +14.0% |
| 6M | +38.1% | +4.5% | +33.6% | +32.6% |
| YTD | +80.7% | +6.1% | +74.6% | +71.3% |
| 1Y | +167.5% | +10.6% | +157.0% | +145.9% |
| 3Y | +366.0% | +64.0% | +302.0% | +225.1% |
| 5Y | +1,088.8% | +133.7% | +955.0% | +555.9% |
| 10Y | +1,055.0% | +298.0% | +757.0% | +390.7% |
| All | +1,121.6% | +1,512.0% | -390.4% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling