+1,003.8%
ATI vs FIVE
+535.9%
+467.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +4.7% | -0.5% | +5.2% | +4.9% |
| 30D | -0.2% | +17.4% | -17.6% | -5.4% |
| 3M | -18.5% | +7.0% | -25.5% | -20.8% |
| 6M | +16.4% | +20.5% | -4.1% | +7.7% |
| YTD | +63.4% | +33.1% | +30.3% | +45.6% |
| 1Y | +91.5% | +67.1% | +24.5% | +57.9% |
| 3Y | +329.2% | +41.9% | +287.3% | +244.4% |
| 5Y | +966.7% | +21.1% | +945.7% | +763.0% |
| 10Y | +1,003.8% | +518.8% | +485.0% | +369.5% |
| All | +1,003.8% | +535.9% | +467.9% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling