+86.3%
ATI vs FFIV
+28.6%
+57.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.3% | -4.2% | +5.5% | +1.9% |
| 30D | -4.8% | -33.9% | +29.1% | -0.6% |
| 3M | -19.9% | -22.6% | +2.7% | -17.7% |
| 6M | +15.4% | -10.4% | +25.7% | +18.3% |
| YTD | +59.2% | +24.3% | +34.9% | +56.2% |
| 1Y | +86.3% | +31.8% | +54.5% | +81.2% |
| All | +86.3% | +28.6% | +57.6% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling