+366.0%
ATI vs FHN
+134.1%
+231.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +3.2% | +2.7% | +0.5% | +1.7% |
| 30D | -9.0% | -3.1% | -5.9% | -7.4% |
| 3M | +15.1% | +2.3% | +12.7% | +13.1% |
| 6M | +38.1% | +9.7% | +28.4% | +30.6% |
| YTD | +80.7% | +4.7% | +75.9% | +74.7% |
| 1Y | +167.5% | +13.8% | +153.8% | +145.4% |
| 3Y | +366.0% | +131.6% | +234.4% | +189.4% |
| All | +366.0% | +134.1% | +231.9% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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