+1,088.8%
ATI vs FHN
+88.9%
+999.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +3.2% | +2.7% | +0.5% | +2.1% |
| 30D | -9.0% | -3.1% | -5.9% | -7.8% |
| 3M | +15.1% | +2.3% | +12.7% | +13.7% |
| 6M | +38.1% | +9.7% | +28.4% | +32.8% |
| YTD | +80.7% | +4.7% | +75.9% | +76.7% |
| 1Y | +167.5% | +13.8% | +153.8% | +152.4% |
| 3Y | +366.0% | +131.6% | +234.4% | +244.6% |
| 5Y | +1,088.8% | +91.1% | +997.6% | +692.3% |
| All | +1,088.8% | +88.9% | +999.8% | +692.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling