+949.2%
ATI vs FFIV
+35.3%
+913.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.9% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | -2.5% | -32.4% | +29.9% | +9.2% |
| 3M | -19.4% | -25.7% | +6.3% | -12.9% |
| 6M | +11.1% | -13.5% | +24.6% | +13.6% |
| YTD | +59.5% | +21.1% | +38.4% | +42.2% |
| 1Y | +85.8% | +29.4% | +56.3% | +61.2% |
| 3Y | +311.9% | +94.9% | +217.0% | +194.9% |
| All | +949.2% | +35.3% | +913.9% | +686.5% |
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 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