+958.6%
ATI vs FHN
+60.9%
+897.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | -4.8% | +2.1% | -6.8% | -5.5% |
| 3M | -19.9% | -6.0% | -14.0% | -18.0% |
| 6M | +15.4% | -2.9% | +18.3% | +16.2% |
| YTD | +59.2% | +0.7% | +58.5% | +58.2% |
| 1Y | +86.3% | +11.0% | +75.3% | +78.3% |
| 3Y | +318.2% | +130.3% | +187.9% | +216.7% |
| 5Y | +958.6% | +61.3% | +897.4% | +729.5% |
| All | +958.6% | +60.9% | +897.7% | +729.5% |
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