+996.8%
ATI vs FFIV
+126.0%
+870.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.3% | -4.2% | +5.5% | +3.7% |
| 30D | -4.8% | -33.9% | +29.1% | +15.8% |
| 3M | -19.9% | -22.6% | +2.7% | -11.2% |
| 6M | +15.4% | -10.4% | +25.7% | +17.1% |
| YTD | +59.2% | +24.3% | +34.9% | +31.1% |
| 1Y | +86.3% | +31.8% | +54.5% | +47.9% |
| 3Y | +318.2% | +99.5% | +218.7% | +141.5% |
| 5Y | +958.6% | +40.7% | +917.9% | +641.5% |
| 10Y | +996.8% | +126.9% | +869.9% | +383.8% |
| All | +996.8% | +126.0% | +870.8% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling