+1,098.9%
ATI vs FFIV
+91.3%
+1,007.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | +2.7% | -5.1% | +7.8% | +4.3% |
| 3M | +16.3% | -4.5% | +20.8% | +17.7% |
| 6M | +30.2% | +36.5% | -6.3% | +15.4% |
| YTD | +83.6% | +53.0% | +30.6% | +54.6% |
| 1Y | +173.0% | +24.2% | +148.8% | +148.0% |
| 3Y | +356.6% | +137.2% | +219.4% | +215.4% |
| All | +1,098.9% | +91.3% | +1,007.6% | +705.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling