+1,055.0%
ATI vs FFIV
+224.0%
+831.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.2% | -1.5% | +4.7% | +4.0% |
| 30D | -9.0% | -2.7% | -6.4% | -8.0% |
| 3M | +15.1% | -1.7% | +16.7% | +15.3% |
| 6M | +38.1% | +36.1% | +2.0% | +14.1% |
| YTD | +80.7% | +52.6% | +28.0% | +38.1% |
| 1Y | +167.5% | +21.5% | +146.0% | +130.4% |
| 3Y | +366.0% | +142.7% | +223.3% | +153.2% |
| 5Y | +1,088.8% | +92.6% | +996.2% | +611.6% |
| 10Y | +1,055.0% | +225.5% | +829.5% | +377.5% |
| All | +1,055.0% | +224.0% | +831.0% | +377.5% |
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