+875.7%
ATI vs FGI
-68.3%
+944.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.2% | +2.6% |
| 7D | +4.7% | +6.9% | -2.2% | +4.6% |
| 30D | -0.2% | +3.9% | -4.2% | -0.3% |
| 3M | -18.5% | +74.3% | -92.8% | -19.7% |
| 6M | +16.4% | +28.9% | -12.6% | +15.0% |
| YTD | +63.4% | +39.1% | +24.3% | +60.2% |
| 1Y | +91.5% | +49.3% | +42.2% | +87.7% |
| 3Y | +329.2% | +5.7% | +323.5% | +325.4% |
| All | +875.7% | -68.3% | +944.0% | +866.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling