+167.5%
ATI vs FIVE
+65.4%
+102.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +3.2% | +3.7% | -0.5% | +2.0% |
| 30D | -9.0% | +4.0% | -13.0% | -10.3% |
| 3M | +15.1% | +36.2% | -21.1% | +3.7% |
| 6M | +38.1% | +18.0% | +20.1% | +29.5% |
| YTD | +80.7% | +34.9% | +45.8% | +59.9% |
| 1Y | +167.5% | +67.9% | +99.6% | +115.3% |
| All | +167.5% | +65.4% | +102.2% | +115.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling