+367.2%
ATI vs FGI
-4.4%
+371.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.6% | +2.9% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | +2.7% | +65.4% | -62.7% | +1.6% |
| 3M | +16.3% | +23.5% | -7.2% | +15.5% |
| 6M | +30.2% | +60.5% | -30.4% | +28.4% |
| YTD | +83.6% | +30.0% | +53.6% | +81.1% |
| 1Y | +173.0% | +82.1% | +90.9% | +170.2% |
| All | +367.2% | -4.4% | +371.6% | +376.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling