+976.7%
ATI vs FHN
+66.2%
+910.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -4.8% | +2.1% | -6.8% | -5.7% |
| 3M | -19.9% | -6.0% | -14.0% | -17.5% |
| 6M | +15.4% | -2.9% | +18.3% | +16.5% |
| YTD | +59.2% | +0.7% | +58.5% | +57.9% |
| 1Y | +86.3% | +11.0% | +75.3% | +75.9% |
| 3Y | +318.2% | +130.3% | +187.9% | +168.4% |
| 5Y | +958.6% | +61.3% | +897.4% | +634.1% |
| 10Y | +996.8% | +89.6% | +907.2% | +612.3% |
| All | +976.7% | +66.2% | +910.4% | +555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling