+976.7%
ATI vs FFIV
+408.8%
+567.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.3% | -4.2% | +5.5% | +2.4% |
| 30D | -4.8% | -33.9% | +29.1% | +4.3% |
| 3M | -19.9% | -22.6% | +2.7% | -15.7% |
| 6M | +15.4% | -10.4% | +25.7% | +17.0% |
| YTD | +59.2% | +24.3% | +34.9% | +48.4% |
| 1Y | +86.3% | +31.8% | +54.5% | +71.1% |
| 3Y | +318.2% | +99.5% | +218.7% | +244.5% |
| 5Y | +958.6% | +40.7% | +917.9% | +838.2% |
| 10Y | +996.8% | +126.9% | +869.9% | +781.6% |
| All | +976.7% | +408.8% | +567.8% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling