+978.7%
ATI vs FGI
-69.8%
+1,048.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | +3.2% | +5.2% | -2.0% | +3.1% |
| 30D | -9.0% | +65.2% | -74.2% | -10.2% |
| 3M | +15.1% | +30.2% | -15.1% | +13.9% |
| 6M | +38.1% | +87.8% | -49.7% | +35.2% |
| YTD | +80.7% | +32.5% | +48.2% | +77.4% |
| 1Y | +167.5% | +93.6% | +73.9% | +161.7% |
| 3Y | +366.0% | -2.6% | +368.6% | +363.0% |
| All | +978.7% | -69.8% | +1,048.5% | +970.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling