+559.2%
ATI vs FCUV
-95.9%
+655.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.4% |
| 7D | +2.4% | -63.8% | +66.2% | +2.5% |
| 30D | -9.5% | -14.7% | +5.2% | -9.5% |
| 3M | +10.4% | +65.3% | -54.9% | +9.3% |
| 6M | +31.8% | -68.5% | +100.3% | +30.7% |
| YTD | +80.0% | -83.0% | +163.0% | +78.5% |
| 1Y | +175.8% | -94.4% | +270.2% | +173.7% |
| 3Y | +364.2% | -99.3% | +463.5% | +360.7% |
| 5Y | +1,076.9% | -99.9% | +1,176.7% | +1,067.8% |
| 10Y | +1,178.1% | -98.6% | +1,276.7% | +1,178.4% |
| All | +559.2% | -95.9% | +655.0% | +562.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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