+160.5%
ATI vs FFIV
+22.0%
+138.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.5% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -13.5% | -3.7% | -9.8% | -13.2% |
| 3M | +8.5% | +2.0% | +6.6% | +8.6% |
| 6M | +25.2% | +39.3% | -14.1% | +22.3% |
| YTD | +73.4% | +56.1% | +17.3% | +66.5% |
| 1Y | +160.5% | +22.0% | +138.5% | +167.1% |
| All | +160.5% | +22.0% | +138.5% | +167.1% |
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